
Laurent Calvet
Professor
Main contributions
Journal of Corporate Finance (2022), Journal of Finance (2014 ; 2017 ; 2021), Journal of Financial Econometrics (2004 ; 2015), Journal of Econometrics (2001 ; 2015), Fractals in Applied Mathematics (2013), American Economic Review (2009 ; 2019), 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)
Publications of Laurent Calvet
The finance of climate change
Journal of Corporate Finance, Volume 73, May 2022, Pages 1 - 4
Can security design foster household risk-taking?
Journal of Finance, September 2021, Pages 1 - 60
Rich Pickings? Risk, Return, and Skill in Household Wealth
American Economic Review, Volume 110, September 2020, Pages 2703 - 2747
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamic
Journal of Financial and Quantitative Analysis, May 2018
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
Journal of Financial and Quantitative Analysis, Volume 53, April 2018, Pages 937 - 963