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Laurent E. Calvet

Institution: SKEMA Business School

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.laurentcalvet.com

First Publication: 2001

Most Recent: 2025

RePEc ID: pca582 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.01 0.00 0.00 1.01 35%
Last 10 Years 2.69 2.35 0.67 0.00 5.72 75%
All Time 10.76 22.87 2.02 1.01 36.66 97%

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 18.17

Publications (21)

Year Article Journal Tier Authors
2025 Investor Factors Journal of Finance A 4
2020 Rich Pickings? Risk, Return, and Skill in Household Wealth American Economic Review S 3
2018 Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics Journal of Financial and Quantitative Analysis B 3
2017 Who Are the Value and Growth Investors? Journal of Finance A 3
2015 Through the looking glass: Indirect inference via simple equilibria Journal of Econometrics A 2
2015 What is beneath the surface? Option pricing with multifrequency latent states Journal of Econometrics A 4
2015 Robust Filtering Journal of the American Statistical Association B 3
2014 Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios Journal of Finance A 2
2009 Measuring the Financial Sophistication of Households American Economic Review S 3
2009 Fight or Flight? Portfolio Rebalancing by Individual Investors Quarterly Journal of Economics S 3
2008 Multifrequency jump-diffusions: An equilibrium approach Journal of Mathematical Economics C 2
2007 Down or Out: Assessing the Welfare Costs of Household Investment Mistakes Journal of Political Economy S 3
2007 Multifrequency news and stock returns Journal of Financial Economics A 2
2006 Idiosyncratic production risk, growth and the business cycle Journal of Monetary Economics A 2
2006 Volatility comovement: a multifrequency approach Journal of Econometrics A 3
2005 Incomplete-market dynamics in a neoclassical production economy Journal of Mathematical Economics C 2
2004 Financial Innovation, Market Participation, and Asset Prices Journal of Financial and Quantitative Analysis B 3
2003 Behavioral Heterogeneity and the Income Effect Review of Economics and Statistics A 2
2002 Multifractality In Asset Returns: Theory And Evidence Review of Economics and Statistics A 2
2001 Forecasting multifractal volatility Journal of Econometrics A 2
2001 Incomplete Markets and Volatility Journal of Economic Theory A 1