Laurent E. Calvet - Concepedia

Author

Laurent E. Calvet

Ecole des Hautes Etudes Commerciales du Nord ORCID

Also Known As

Calvet , Laurent E, Calvet, Laurent E, Calvet, Laurent E., Calvet, Laurent, E., Calvet, Laurent-Emmanuel, L CALVET, L. E. Calvet, LAURENT CALVET, LAURENT E. CALVET, Laurent Calvet

124

Publications

6.2K

Citations

H-Index

Concepts

All Affiliations

Ecole des Hautes Etudes Commerciales du Nord Center for Economic and Policy Research Stockholm School of Economics Harvard University National Bureau of Economic Research

About

Laurent E. Calvet is an author at Ecole des Hautes Etudes Commerciales du Nord specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	17	21	2.5K
2	Management	6	6	739
3	Engineering	5	5	823
4	Health Sciences	1	1	48
5	Accounting	1	1	265

Laurent E. Calvet

Publications

Citations

H-Index

Page 1

	Year	Citations
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes Laurent E. Calvet, John Y. Campbell, Paolo Sodini Journal of Political Economy	2007	999
Fight Or Flight? Portfolio Rebalancing by Individual Investors<sup>*</sup> Laurent E. Calvet, John Y. Campbell, Paolo Sodini The Quarterly Journal of Economics	2009	468
Multifractality in Asset Returns: Theory and Evidence Laurent E. Calvet, Adlai J. Fisher The Review of Economics and Statistics Volatility PersistenceVolatility ModelingFinancial EconomicsAsset PricingEngineering	2002	378
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes Laurent E. Calvet, John Y. Campbell, Paolo Sodini SSRN Electronic Journal Welfare CostsEconomicsPublic PolicyPublic FinanceEconomic Policy	2006	373
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes Laurent E. Calvet Journal of Financial Econometrics Forecasting MethodologyVolatility ModelingEngineeringMacroeconomic ForecastingExchange Rates	2004	304
Twin Picks: Disentangling the Determinants of Risk‐Taking in Household Portfolios Laurent E. Calvet, Paolo Sodini The Journal of Finance Financial Risk ManagementPortfolio ManagementPortfolio ChoiceAsset PricingRisk Management	2013	303
Rich Pickings? Risk, Return, and Skill in Household Wealth Laurent Bach, Laurent E. Calvet, Paolo Sodini American Economic Review Empirical FinanceIncome DistributionFinancial RiskPortfolio ChoiceAsset Pricing	2020	265
Idiosyncratic production risk, growth and the business cycle George-Marios Angeletos, Laurent E. Calvet Journal of Monetary Economics ProductivityEconomicsMacroeconomicsBusiness Cycle AnalysisBusiness	2006	152
Multifractal volatility theory, forecasting, and pricing Laurent E. Calvet, Adlai J. Fisher HAL (Le Centre pour la Communication Scientifique Directe)	2008	148
Multifrequency news and stock returns☆ Laurent E. Calvet, Alexander A. Fisher Journal of Financial Economics Financial EconomicsAsset PricingMultifrequency NewsMarket TrendBusiness	2007	145

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