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)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Asset Pricing, Household Finance, and Volatility Modelling

Publications of Laurent Calvet

12.04.2022 - Article in a peer reviewed journal

The finance of climate change

Gianfranco Gianfrate, Calvet, Laurent Calvet, Raman Uppal
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Journal of Corporate Finance, Volume 73, May 2022, Pages 1 - 4


23.09.2021 - Article in a peer reviewed journal

Can security design foster household risk-taking?

Laurent Calvet, Celerier Claire, Sodini Paolo, Vallee Boris
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Journal of Finance, September 2021, Pages 1 - 60


01.09.2020 - Article in a peer reviewed journal

Rich Pickings? Risk, Return, and Skill in Household Wealth

Laurent Calvet, Bach Laurent, Sodini Paolo
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American Economic Review, Volume 110, September 2020, Pages 2703 - 2747


02.05.2018 - Article in a peer reviewed journal

Staying on Top of the Curve: A Cascade Model of Term Structure Dynamic

Laurent Calvet, Fisher Adlai, Wu Liuren
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Journal of Financial and Quantitative Analysis, May 2018


01.04.2018 - Article in a peer reviewed journal

Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics

Laurent Calvet, Fisher Adlai, Wu Liuren
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Journal of Financial and Quantitative Analysis, Volume 53, April 2018, Pages 937 - 963