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authFullName_s : Laurent E. Calvet

Multifractal Volatility: Theory, Forecasting and Pricing

Laurent E. Calvet , Adlai Fisher
Academic Press, pp.272, 2008
Books hal-00671877v1

Through the Looking Glass: Indirect Inference via Simple Equilibria

Laurent E. Calvet , Veronika Czellar
2014
Preprints, Working Papers, ... hal-02058272v1

Efficient Estimation of Learning Models

Laurent E. Calvet , Veronika Czellar
2012
Reports hal-00674226v1

Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy

Laurent Bach , Laurent E. Calvet , Paolo Sodini
2015
Preprints, Working Papers, ... hal-02002692v1

Down or out: Assessing the welfare costs of household investment mistakes

Laurent E. Calvet , Paolo Sodini , John Y. Campbell
Journal of Political Economy, 2007, vol. 115, pp. 707-747. ⟨10.1086/524204⟩
Journal articles hal-00671903v1

Who Are the Value and Growth Investors?

Sebastien Betermier , Laurent E. Calvet , Paolo Sodini
2014
Preprints, Working Papers, ... hal-02058282v1

Down or Out: Assessing The Welfare Costs of Household Investment Mistakes

Laurent E. Calvet , John Y. Campbell , Paolo Sodini
2012
Reports hal-00674229v1

Idiosyncratic Production Risk, Growth and the Business Cycle

Laurent E. Calvet , George-Marios Angeletos
2012
Reports hal-00674230v1

Down or Out: Assessing The Welfare Costs of Household Investment Mistakes

Laurent E. Calvet , John Y. Campbell , Paolo Sodini
2012
Reports hal-00674227v1

Fractals

Laurent E. Calvet
Steven N. Durlauf and Lawrence E. Blume Eds. The New Palgrave Dictionary of Economics (2nd edition), Palgrave, pp.NC, 2008, ⟨10.1057/9780230226203.0598⟩
Book sections hal-00671878v1