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~person:"Calvet, Laurent E."
~subject:"Indirect inference"
~subject:"Portfolio-Management"
~type:"article"
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Calvet, Laurent E.
Fabozzi, Frank J.
41
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26
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22
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19
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18
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1
Through the looking glass : indirect inference via simple equilibria
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 343-358
Persistent link: https://www.econbiz.de/10011348430
Saved in:
2
Twin picks : disentangling the determinants of
risk
-taking in household portfolios
Calvet, Laurent E.
;
Sodini, Paolo
- In:
The journal of finance : the journal of the American …
69
(
2014
)
2
,
pp. 867-906
Persistent link: https://www.econbiz.de/10010372374
Saved in:
3
Through the looking glass: Indirect inference via simple equilibria
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of Econometrics
185
(
2015
)
2
,
pp. 343-358
develop an accurate estimator for the long-run
risk
model of Bansal and Yaron (2004). We demonstrate the method in Monte Carlo …
Persistent link: https://www.econbiz.de/10011190714
Saved in:
4
Measuring the financial sophistication of households
Calvet, Laurent E.
;
Campbell, John Y.
;
Sodini, Paolo
- In:
The American economic review
99
(
2009
)
2
,
pp. 393-398
Persistent link: https://www.econbiz.de/10003854357
Saved in:
5
Down or out : assessing the welfare costs of household investment mistakes
Calvet, Laurent E.
;
Campbell, John Y.
;
Sodini, Paolo
- In:
Journal of political economy
115
(
2007
)
5
,
pp. 707-747
Persistent link: https://www.econbiz.de/10003618375
Saved in:
6
Fight or flight? : Portfolio rebalancing by individual investors
Calvet, Laurent E.
;
Campbell, John Y.
;
Sodini, Paolo
- In:
The quarterly journal of economics
124
(
2009
)
1
,
pp. 301-348
Persistent link: https://www.econbiz.de/10003860736
Saved in:
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