Laurent E. Calvet

Latest Institution: EDHEC Business School

All Institutions: Stockholm School of Economics; HEC Paris; EDHEC Business School; Harvard University; HEC School of Management


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Idiosyncratic Production Risk, Growth, and the Business Cycle

Year: 2003
Journal: Journal of Monetary Economics
Authors: Georgemarios Angeletos; Laurent E. Calvet

Multifrequency News and Stock Returns

Year: 2005
Journal: Journal of Financial Economics
Authors: Laurent E. Calvet; Adlai J. Fisher

Down or Out? Assessing the Welfare Costs of Household Investment Mistakes

Year: 2006
Journal: Journal of Political Economy
Authors: Laurent E. Calvet; John Y. Campbell; Paolo Sodini

Multifrequency Jump-Diffusions: An Equilibrium Approach

Year: 2006
Journal: Journal of Mathematical Economics
Authors: Laurent E. Calvet; Adlai J. Fisher

Fight or Flight: Portfolio Rebalancing by Individual Investors

Year: 2008
Journal: Quarterly Journal of Economics
Authors: Laurent E. Calvet; John Y. Campbell; Paolo Sodini

Measuring the Financial Sophistication of Households

Year: 2009
Journal: American Economic Review
Authors: Laurent E. Calvet; John Y. Campbell; Paolo Sodini

Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios

Year: 2010
Journal: Journal of Finance
Authors: Laurent E. Calvet; Paolo Sodini

The Cross-Section of Household Preferences

Year: 2021
Journal: No Journal Matched
Authors: Laurent E. Calvet; John Y. Campbell; Francisco Gomes; Paolo Sodini

The Cross-Section of Household Preferences

Year: 2021
Journal: No Journal Matched
Authors: Laurent E. Calvet; John Y. Campbell; Francisco Gomes; Paolo Sodini


Author Disambiguation

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