CALVET Laurent, PhD

Professor

Expertise : Asset Pricing, Household Finance, and Volatility Modelling

EDHEC Business School
393, Promenade des Anglais BP3116
06202 Nice cedex 3
France
Tél.: + 33 (0)4 93 18 99 66
Fax: + 33 (0)4 93 83 08 10

Email : laurent.calvet@edhec.edu

Main academic publications

Journal of Financial Econometrics (2004 ; 2015), Journal of Econometrics (2001 ; 2015), Journal of Finance (2014 ; 2017), Fractals in Applied Mathematics (2013), American Economic Review (2009), Quarterly Journal of Economics (2009), Journal of Mathematical Economics (2005 ; 2008), Journal of Political Economy (2007), Journal of Financial Economics (2007), Journal of Monetary Economics (2006), Journal of Financial and Quantitative Analysis (2004 ; 2017), Review of Economics and Statistics (2002 ; 2003), Journal of Economic Theory (2001), Advances in Mathematical Economics (1999), Mita Journal of Economics (1999)

Documents to download

Pdf
CV - Laurent Calvet, PhD...
(-1.00 B)

Publications edhec

Journal of Finance, Volume 72, Issue 1, February 2017, pp5-46.
Journal of Financial and Quantitative Analysis, January 2017

See Also

Governance and Emotions at the Interface in the Family Business
News
- 12-01-2018
The Academy of Management (AOM), founded in 1936 in the United States, organizes its...
Interview with Julia Milner, PhD, new Academic Director of the Global MBA programme
News
- 11-01-2018
The Global MBA programme has a new Academic Director! Professor Julia Milner, PhD, has...
To sell or not to sell?
News
- 11-01-2018
Dr. Fabian Bernhard has been actively involved in the EDHEC Family Business Centre...
Highlights from EFBC 2017 Quarterly Research Meetings
News
- 10-01-2018
  With its new strategic orientation in 2017, The EDHEC Family Business Centre (...