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Laurent E. Calvet

SSRN Author Rank: 702 by Downloads and 1,336 by Citations

 

HEC Paris - Finance Department


 1 rue de la Liberation
 Jouy-en-Josas Cedex, 78351
 France
 HOME PAGE: http://www.hec.fr/calvet
 email address


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. Laurent E. Calvet's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
23,343
Total
Citations
407
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Multifractal Model of Asset Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Number of Pages in PDF File: 33
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Calvet, Laurent E.
HEC Paris - Finance Department
Posted:
21 Apr 98
7,242
(466)
30

2.  
Large Deviations and the Distribution of Price Changes | Show Abstract | Download This Paper | Open PDF in Browser |
Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Number of Pages in PDF File: 30
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Posted:
22 Apr 98
2,663
(2,778)
7

3.  
Multifractality of Deutschemark / US Dollar Exchange Rates | Show Abstract | Download This Paper | Open PDF in Browser |
Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Number of Pages in PDF File: 40
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Calvet, Laurent E.
HEC Paris - Finance Department
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Posted:
21 Apr 98
2,574
(2,941)
9

4.  
Incomplete Markets and Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Harvard Institute of Economics Research Paper No. 1865
Number of Pages in PDF File: 46
Calvet, Laurent E.
HEC Paris - Finance Department
Posted:
25 Sep 98
1,620
(6,664)
12

5.  
Incomplete Markets, Growth, And The Business Cycle | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Dept. of Economics Working Paper No. 00-33, Harvard Institute of Economic Research Paper No. 1910
Number of Pages in PDF File: 51
Angeletos, George-Marios
Massachusetts Institute of Technology (MIT) - Department of Economics
Calvet, Laurent E.
HEC Paris - Finance Department
Posted:
19 Jan 01
1,558
(7,111)
10

6.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris - Finance Department
Gonzalez-Eiras, Martín
University of San Andres - Department of Economics
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
04 Oct 01
Last Revised:
28 Feb 15
671
(26,117)
26

7.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
21 Mar 07
Last Revised:
08 Mar 13
653
(27,142)
61

8.  
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
17 Mar 10
Last Revised:
16 Apr 13
648
(25,659)
 

9.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
27 Mar 03
Last Revised:
08 Mar 13
630
(28,548)
17

10.  
Behavioral Heterogeneity And The Income Effect | Show Abstract | Download This Paper | Open PDF in Browser |
Harvard Institute of Economic Research No. 1892
Number of Pages in PDF File: 70
Calvet, Laurent E.
HEC Paris - Finance Department
Comon, Etienne
Harvard Institute of Economic Research
Posted:
23 Aug 00
599
(30,501)
1

11.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Thompson, Samuel Brodsky
Arrowstreet Capital, L.P.
Posted:
31 Aug 04
Last Revised:
08 Mar 13
420
(48,315)
9

12.  
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
08 Aug 12
378
(49,785)
1

13.  
Calvet, Laurent E.
HEC Paris - Finance Department
Fearnley, Marcus
HEC Paris - Department of Finance
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
07 Nov 12
Last Revised:
17 Oct 14
369
(50,085)
 

14.  
Forecasting Multifractal Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-99-017
Number of Pages in PDF File: 48
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
07 Nov 08
335
(59,152)
21

15.   Incl. Electronic Paper
Angeletos, George-Marios
Massachusetts Institute of Technology (MIT) - Department of Economics
Calvet, Laurent E.
HEC Paris - Finance Department
Posted:
05 Apr 02
Last Revised:
13 Jan 15
323
(65,989)
22

16.  
Who Are the Value and Growth Investors? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Forthcoming, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, HEC Paris Research Paper No. FIN-2014-1043
Number of Pages in PDF File: 76
Betermier, Sebastien
McGill University - Desautels Faculty of Management
Calvet, Laurent E.
HEC Paris - Finance Department
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
21 Apr 14
Last Revised:
15 Mar 16
301
(50,817)
 

17.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris - Finance Department
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
31 Mar 10
Last Revised:
29 Oct 13
294
(73,410)
7

18.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
11 Feb 06
Last Revised:
08 Mar 13
270
(80,438)
105

19.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
20 Jun 05
Last Revised:
08 Mar 13
234
(93,628)
17

20.   Incl. Electronic Paper
Angeletos, George-Marios
Massachusetts Institute of Technology (MIT) - Department of Economics
Calvet, Laurent E.
HEC Paris - Finance Department
Posted:
27 Jan 05
Last Revised:
08 Mar 13
216
(101,472)
7

21.  
A Multifractal Model of Assets Returns | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-99-072
Number of Pages in PDF File: 56
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
11 Nov 08
187
(112,514)
6

22.  
Calvet, Laurent E.
HEC Paris - Finance Department
Czellar, Veronika
EDHEC Business School
Ronchetti, Elvezio
University of Geneva - Department of Econometrics
Posted:
04 Aug 12
159
(127,728)
 

23.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
20 Dec 06
Last Revised:
07 May 13
157
(136,218)
7

24.  
Calvet, Laurent E.
HEC Paris - Finance Department
Czellar, Veronika
EDHEC Business School
Posted:
26 May 11
142
(145,014)
1

25.  
Calvet, Laurent E.
HEC Paris - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
17 Feb 09
78
(224,300)
31

26.  
Through the Looking Glass: Indirect Inference via Simple Equilibria | Show Abstract | Download This Paper | Open PDF in Browser |
HEC Paris Research Paper No. FIN-2014-1048
Number of Pages in PDF File: 58
Calvet, Laurent E.
HEC Paris - Finance Department
Czellar, Veronika
EDHEC Business School
Posted:
02 Jun 14
Last Revised:
10 Jun 14
59
(250,305)
 

27.  
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy | Show Abstract | Download This Paper | Open PDF in Browser |
HEC Paris Research Paper No. FIN-2016-1126, Swedish House of Finance Research Paper No. 16-03
Number of Pages in PDF File: 57
Bach, Laurent
Swedish House of Finance
Calvet, Laurent E.
HEC Paris - Finance Department
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
21 Dec 15
Last Revised:
15 Mar 16
0
(144,161)
 

28.  
Calvet, Laurent E.
HEC Paris - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
29 Feb 08
 


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