NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Laurent E. Calvet

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Working Papers

April 2010Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios
with Paolo Sodini: w15859
February 2009Measuring the Financial Sophistication of Households
with John Y. Campbell, Paolo Sodini: w14699
July 2008Fight or Flight? Portfolio Rebalancing by Individual Investors
with John Y. Campbell, Paolo Sodini: w14177
December 2006Multifrequency Jump-Diffusions: An Equilibrium Approach
with Adlai J. Fisher: w12797
February 2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
with John Y. Campbell, Paolo Sodini: w12030
June 2005Multifrequency News and Stock Returns
with Adlai J. Fisher: w11441
December 2004Incomplete Market Dynamics in a Neoclassical Production Economy
with George-Marios Angeletos: w11016
August 2004Volatility Comovement: A Multifrequency Approach
with Adlai J. Fisher, Samuel B. Thompson: t0300
July 2003Regime-Switching and the Estimation of Multifractal Processes
with Adlai Fisher: w9839
Financial Innovation, Market Participation and Asset Prices
with Martin Gonzalez-Eiras, Paolo Sodini: w9840
June 2003Idiosyncratic Production Risk, Growth, and the Business Cycle
with George-Marios Angeletos: w9764

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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