Laurent E. Calvet

6.2k total citations · 1 hit paper
59 papers, 2.9k citations indexed

About

Laurent E. Calvet is a scholar working on Economics and Econometrics, Finance and Accounting. According to data from OpenAlex, Laurent E. Calvet has authored 59 papers receiving a total of 2.9k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Economics and Econometrics, 37 papers in Finance and 21 papers in Accounting. Recurrent topics in Laurent E. Calvet's work include Financial Markets and Investment Strategies (20 papers), Housing Market and Economics (19 papers) and Financial Literacy, Pension, Retirement Analysis (18 papers). Laurent E. Calvet is often cited by papers focused on Financial Markets and Investment Strategies (20 papers), Housing Market and Economics (19 papers) and Financial Literacy, Pension, Retirement Analysis (18 papers). Laurent E. Calvet collaborates with scholars based in United States, France and Sweden. Laurent E. Calvet's co-authors include Paolo Sodini, John Y. Campbell, Adlai J. Fisher, Laurent Bach, George-Marios Angeletos, Alexander A. Fisher, Samuel B. Thompson, George‐Marios Angeletos, Benoît B. Mandelbrot and Martín Gonzalez-Eiras and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics.

In The Last Decade

Laurent E. Calvet

59 papers receiving 2.8k citations

Hit Papers

Down or Out: Assessing the Welfare Costs of Household Inv... 2007 2026 2013 2019 2007 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
    2007 675 citations Laurent E. Calvet, John Y. Campbell et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Laurent E. Calvet United States 21 2.2k 1.8k 1.5k 360 220 59 2.9k
Michael D. McKenzie Australia 26 1.6k 0.7× 1.7k 0.9× 704 0.5× 957 2.7× 60 0.3× 98 2.6k
Ralph S. J. Koijen United States 32 2.6k 1.2× 2.9k 1.6× 1.4k 1.0× 857 2.4× 359 1.6× 100 4.1k
Itzhak Zilcha Israel 25 1.6k 0.7× 435 0.2× 533 0.4× 552 1.5× 110 0.5× 91 2.0k
Rajnish Mehra United States 18 3.4k 1.6× 3.2k 1.7× 1.3k 0.9× 1.5k 4.2× 175 0.8× 46 4.7k
Mark Kritzman United States 25 1.3k 0.6× 1.7k 0.9× 515 0.4× 386 1.1× 94 0.4× 157 2.3k
Pierluigi Balduzzi United States 18 1.5k 0.7× 2.0k 1.1× 787 0.5× 836 2.3× 160 0.7× 51 2.5k
Walter N. Torous United States 32 2.6k 1.2× 3.7k 2.0× 1.7k 1.2× 628 1.7× 215 1.0× 74 4.7k
Zhiwu Chen United States 22 2.1k 0.9× 4.3k 2.3× 874 0.6× 582 1.6× 582 2.6× 58 4.9k
Dimitri Vayanos United Kingdom 28 2.3k 1.1× 3.3k 1.8× 986 0.7× 982 2.7× 46 0.2× 59 4.5k
Richard Stanton United States 24 1.4k 0.6× 1.8k 1.0× 1.0k 0.7× 325 0.9× 164 0.7× 78 2.7k

Countries citing papers authored by Laurent E. Calvet

Since Specialization
Citations

This map shows the geographic impact of Laurent E. Calvet's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Laurent E. Calvet with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Laurent E. Calvet more than expected).

Fields of papers citing papers by Laurent E. Calvet

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Laurent E. Calvet. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Laurent E. Calvet. The network helps show where Laurent E. Calvet may publish in the future.

Co-authorship network of co-authors of Laurent E. Calvet

This figure shows the co-authorship network connecting the top 25 collaborators of Laurent E. Calvet. A scholar is included among the top collaborators of Laurent E. Calvet based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Laurent E. Calvet. Laurent E. Calvet is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Calvet, Laurent E., John Y. Campbell, Francisco Gomes, & Paolo Sodini. (2022). The Cross-Section of Household Preferences. SSRN Electronic Journal. 4 indexed citations
2.
Calvet, Laurent E., et al.. (2021). What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns?. SSRN Electronic Journal. 6 indexed citations
3.
Calvet, Laurent E., John Y. Campbell, Francisco Gomes, & Paolo Sodini. (2021). The Cross-Section of Household Preferences. SSRN Electronic Journal. 6 indexed citations
4.
Calvet, Laurent E., et al.. (2019). A Supply and Demand Approach to Equity Pricing. SSRN Electronic Journal. 3 indexed citations
5.
Calvet, Laurent E., et al.. (2017). Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets. Research in Economics. 72(1). 117–146. 4 indexed citations
6.
Calvet, Laurent E., et al.. (2015). What is beneath the surface? Option pricing with multifrequency latent states. Journal of Econometrics. 187(2). 498–511. 12 indexed citations
7.
Calvet, Laurent E., et al.. (2014). Robust Filtering. Journal of the American Statistical Association. 110(512). 1591–1606. 14 indexed citations
8.
Calvet, Laurent E. & Paolo Sodini. (2013). Twin Picks: Disentangling the Determinants of Risk‐Taking in Household Portfolios. The Journal of Finance. 69(2). 867–906. 178 indexed citations
9.
Calvet, Laurent E. & Paolo Sodini. (2013). Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios. SSRN Electronic Journal. 1 indexed citations
10.
Campbell, John Y., Laurent E. Calvet, & Paolo Sodini. (2009). Appendix for "Fight or Flight? Portfolio Rebalancing by Individual Investors". The Quarterly Journal of Economics. 3 indexed citations
11.
Campbell, John Y., Laurent E. Calvet, & Paolo Sodini. (2007). Appendix for "Down or Out: Assessing the Welfare Costs of Household Investment Mistakes". 9 indexed citations
12.
Calvet, Laurent E. & Adlai J. Fisher. (2007). Multifrequency jump-diffusions: An equilibrium approach. Journal of Mathematical Economics. 44(2). 207–226. 19 indexed citations
13.
Calvet, Laurent E. & Adlai J. Fisher. (2006). Multifrequency Jump-Diffusions: An Equilibrium Approach. SSRN Electronic Journal. 5 indexed citations
14.
Calvet, Laurent E. & Adlai J. Fisher. (2005). Multifrequency News and Stock Returns. SSRN Electronic Journal. 18 indexed citations
15.
Angeletos, George‐Marios & Laurent E. Calvet. (2005). Incomplete-market dynamics in a neoclassical production economy. Journal of Mathematical Economics. 41(4-5). 407–438. 32 indexed citations
16.
Calvet, Laurent E., Martín Gonzalez-Eiras, & Paolo Sodini. (2004). Financial Innovation, Market Participation, and Asset Prices. Journal of Financial and Quantitative Analysis. 39(3). 431–459. 46 indexed citations
17.
Angeletos, George‐Marios & Laurent E. Calvet. (2002). Idiosyncratic Production Risk, Growth, and the Business Cycle. SSRN Electronic Journal. 14 indexed citations
18.
Calvet, Laurent E.. (1998). Incomplete Markets and Volatility. SSRN Electronic Journal. 3 indexed citations
19.
Fisher, Adlai J., Laurent E. Calvet, & Benoît B. Mandelbrot. (1997). Multifractality of Deutschemark/US Dollar Exchange Rates. RePEc: Research Papers in Economics. 41 indexed citations
20.
Calvet, Laurent E., Adlai J. Fisher, & Benoît B. Mandelbrot. (1997). Large Deviations and the Distribution of Price Changes. SSRN Electronic Journal. 26 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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