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Laurent E. Calvet · Study
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Author
Laurent E. Calvet
26 works
· latest 2023
· 10 institutions
cluster: provisional
ORCID 0000-0001-9086-925X
Works
26 shown
Can Security Design Foster Household Risk‐Taking?
The Journal of Finance
·
2023
·
4 authors
53
citations
The finance of climate change
Journal of Corporate Finance
·
2022
·
3 authors
92
citations
The Cross-Section of Household Preferences
National Bureau of Economic Research
·
2021
·
4 authors
·
report
·
Open access
66
citations
Rich Pickings? Risk, Return, and Skill in Household Wealth
American Economic Review
·
2020
·
2 authors
289
citations
Rich Pickings? Risk, Return, and Skill in Household Wealth
SSRN Electronic Journal
·
2015
·
2 authors
·
preprint
·
Open access
75
citations
Who Are the Value and Growth Investors?
The Journal of Finance
·
2014
·
3 authors
·
Open access
145
citations
Twin Picks: Disentangling the Determinants of Risk‐Taking in Household Portfolios
The Journal of Finance
·
2013
·
2 authors
304
citations
A Multifractal Model of Asset Returns
RePEc: Research Papers in Economics
·
2011
·
3 authors
·
preprint
143
citations
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios
SSRN Electronic Journal
·
2011
·
2 authors
·
preprint
·
Open access
104
citations
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios
National Bureau of Economic Research
·
2010
·
2 authors
·
report
·
Open access
122
citations
Measuring the Financial Sophistication of Households
American Economic Review
·
2009
·
3 authors
·
Open access
475
citations
Fight Or Flight? Portfolio Rebalancing by Individual Investors *
The Quarterly Journal of Economics
·
2009
·
3 authors
470
citations
Measuring the Financial Sophistication of Households
National Bureau of Economic Research
·
2009
·
3 authors
·
report
·
Open access
353
citations
Fight or Flight? Portfolio Rebalancing by Individual Investors
National Bureau of Economic Research
·
2008
·
3 authors
·
report
·
Open access
409
citations
Multifractal Volatility: Theory, Forecasting and Pricing
HAL
·
2008
·
2 authors
·
book
143
citations
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
Journal of Political Economy
·
2007
·
3 authors
992
citations
Multifrequency news and stock returns☆
Journal of Financial Economics
·
2007
·
1 author
144
citations
Fight or Flight? Portfolio Rebalancing by Individual Investors
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
45
citations
Idiosyncratic production risk, growth and the business cycle
Journal of Monetary Economics
·
2006
·
2 authors
143
citations
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
National Bureau of Economic Research
·
2006
·
3 authors
·
report
·
Open access
112
citations
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
355
citations
Volatility comovement: a multifrequency approach
Journal of Econometrics
·
2005
·
3 authors
110
citations
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes
Journal of Financial Econometrics
·
2004
·
1 author
304
citations
Regime-Switching and the Estimation of Multifractal Processes
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
40
citations
Multifractality in Asset Returns: Theory and Evidence
The Review of Economics and Statistics
·
2002
·
2 authors
384
citations
Forecasting multifractal volatility
Journal of Econometrics
·
2001
·
2 authors
·
Open access
284
citations