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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/10003300165

Down or out : assessing the welfare costs of household investment mistakes

Calvet, Laurent E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003304223

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/10003288857

Multifractal volatility : theory, forecasting, and pricing

Calvet, Laurent E.; Fisher, Adlai - 2008

Persistent link: https://www.econbiz.de/10003719647

Multifrequency jump-diffusions : an equilibrium approach

Calvet, Laurent E.; Fisher, Adlai - In: Journal of mathematical economics 44 (2008) 2, pp. 207-226

Persistent link: https://www.econbiz.de/10003709133

Fight or flight? : Portfolio rebalancing by individual investors

Calvet, Laurent E.; Campbell, John Y.; Sodini, Paolo - 2008

"This paper investigates the dynamics of individual portfolios in a unique dataset containing the disaggregated wealth of all households in Sweden. Between 1999 and 2002, we observe little aggregate rebalancing in the financial portfolio of participants. These patterns conceal strong...