Laurent Calvet
Professor
Finance
EDHEC Business School
France
Biography
Professor Laurent Calvet completes his Engineering degree in 1991. He holds PhD in Economics from Yale University in 1998. He worked as professor for Imperial College London during 2007-2008. And at present Laurent Calvet was professor of Finance at EDHEC Business School from 2016. He holds many orther awards and Honors sucha as Founding Member, CEPR Household Finance Network, Best Research Paper, HEC Foundation (2014)and Deloitte Chair, HEC Paris (2006-7) etc. Laurent Calvet, is an Editorial Board Member in Journal of Fractal Geometry, also holds many publications in peer reviewed journals, working papers, Selected seminars & Conference presentations.
Research Interest
Financial Markets, Economics, Financial Economics Program
Publications
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“Through the Looking Glass: Indirect Inference via Auxiliary Equilibria†(with V. Czellar), Journal of Econometrics 185, pp. 343-358, April 2015.
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“What’s Beneath the Surface? Option Pricing with Multifrequency Latent States†(with M. Fearnley, A. Fisher and M. Leippold), Journal of Econometrics 187, pp. 498-511, August 2015.
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“Accurate Methods for Approximate Bayesian Computation Filtering†(with V. Czellar), Journal of Financial Econometrics 13(4), pp. 798-838, Fall 2015.
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“Robust Filtering†(with V. Czellar and E. Ronchetti), forthcoming in Journal of the American Statistical Association.
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“Who Are the Value and Growth Investors?†(with S. Betermier and P. Sodini), forthcoming in Journal of Finance
