Laurent E Calvet

Laurent E Calvet

EDHEC Business School (Université Côte d'Azur) - Roubaix / France
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 1661828
EDHEC Business School
person_outline Laurent E Calvet's MOST POPULAR ARTICLES
1-) Down or out: Assessing the welfare costs of household investment mistakesLE Calvet, JY Campbell, P SodiniJournal of Political Economy 115 (5), 707-747, 200711672007
2-) A multifractal model of asset returnsLE Calvet, AJ Fisher, BB MandelbrotCowles Foundation Discussion Paper No. 1164, 1997746*1997
3-) Measuring the financial sophistication of householdsLE Calvet, JY Campbell, P SodiniAmerican Economic Review 99 (2), 393-398, 20097682009
4-) Fight or flight? Portfolio rebalancing by individual investorsLE Calvet, JY Campbell, P SodiniQuarterly Journal of Economics 124 (1), 301-348, 20097662009
5-) Multifractality in asset returns: Theory and evidenceLE Calvet, A FisherReview of Economics and Statistics 84 (3), 381-406, 20024642002