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INCOMPLETE MARKET DYNAMICS IN NEOCLASSICAL PRODUCTION ECONOMY
Angeletos, George-Marios; Calvet, Laurent-Emmanuel - 2004
Persistent link: https://www.econbiz.de/10006960712
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REGIME-SWITCHING AND THE ESTIMATION OF MULTIFRACTAL FROCESSES
Calvet, Laurent; Fisher, Adlai - 2003
Persistent link: https://www.econbiz.de/10006968124
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FINANCIAL INNOVATION, MARKET PARTICIPATION AND ASSET PRICES
Calvet, Laurent; Gonzalez-Eiras, Martin; Sodini, Paolo - 2003
Persistent link: https://www.econbiz.de/10006968128
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IDIOSYNCRATIC PRODUCTION RISK, GROWTH AND THE BUSINESS CYCLE
Angeletos, George-Marios; Calvet, Laurent E. - 2003
Persistent link: https://www.econbiz.de/10006968548
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FIGHT OR FLIGHT? PORTFOLIO REBALANCING BY INDIVIDUAL INVESTORS
Calvet, Laurent E.; Campbell, John Y.; Sodini, Paolo - 2008
Persistent link: https://www.econbiz.de/10008089005
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MULTIFREQUENCY JUMP-DIFFUSIONS: AN EQUILIBRIUM APPROACH
Calvet, Laurent E.; Fisher, Adlai J. - 2006
Persistent link: https://www.econbiz.de/10007600559
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MEASURING THE FINANCIAL SOPHISTICATION OF HOUSEHOLDS
Calvet, Laurent E.; Campbell, John Y.; Sodini, Paolo - 2009
Persistent link: https://www.econbiz.de/10008179641
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DOWN OR OUT: ASSESSING THE WELFARE COSTS OF HOUSEHOLD INVESTMENT MISTAKES
Calvet, Laurent E.; Campbell, John Y.; Sodini, Paolo - 2006
Persistent link: https://www.econbiz.de/10006955107
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MULTIFREQUENCY NEWS AND STOCK RETURNS
Calvet, Laurent E.; Fisher, Adlai J. - 2005
Persistent link: https://www.econbiz.de/10006958787
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RISK AVERSION AND OPTIMAL PORTFOLIO POLICIES IN PARTIAL AND GENERAL EQUILIBRIUM ECONOMIES - WORKING PAPER
Kogan, Leonid; Uppal, Raman - 2001
Persistent link: https://www.econbiz.de/10006976471