CALVET Laurent, PhD

Professeur

Discipline : Finance
Expertise : Evaluation des actifs, Finance des ménages, et Modélisation de la volatilité

EDHEC Business School
16-18 Rue du 4 septembre,
75002 Paris
France

Email : laurent.calvet@edhec.edu

Principales contributions académiques

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 ; 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)

Documents à télécharger

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Publications EDHEC

American Economic Review, Vol. 110 N° 9 pp. 2703 - 2747
Journal of Financial and Quantitative Analysis, Volume 53, Issue 2, April 2018 , pp. 937-963
Journal of Finance, Volume 72, Issue 1, February 2017, pp5-46.
Journal of Financial and Quantitative Analysis, January 2017