News:

• "Investor Factors," co-authored with S. Betermier, S. Knüpfer, and J. Kvaerner, appeared in the October 2025 issue of Journal of Finance.   24 September 2025

• "The Cross-Section of Household Preferences", co-authored  with J. Campbell, F. Gomes, and P. Sodini, is forthcoming in Journal of Finance.   30 June 2025.

Short Bio and Research Interests: 

Laurent E. Calvet is a Professor of Finance at SKEMA Business School and the President-Elect of the European Finance Association (EFA). He served as Program Chair of the 2025 annual meeting of the EFA.

An engineering graduate from Ecole Polytechnique and Ecole des Ponts ParisTech (France), Calvet holds a Ph.D. in Economics from Yale University. Prior to joining SKEMA, he served as the John Loeb Associate Professor of the Social Sciences at Harvard University (1998-2004), a Professor and Chair in Finance at Imperial College London (2007-8), an HEC Foundation Chaired Professor at HEC Paris (2004-16), and a Chaired Professor of Finance at EDHEC Business School (2016-23). 

Calvet is a founding member of the CEPR Network in Household Finance and an affiliate of the Center for European Policy Research (London) and the Center for Financial Studies (Frankfurt).

Since Sept 2020, Calvet has co-organized with Kim Peijnenburg and Raman Uppal the CEPR Advanced Forum for Financial Economics (CAFFE) online seminar series.

Calvet's research focuses on asset pricing, household finance, and financial econometrics. He co-developed with Adlai Fisher the Markov-Switching Multifractal model of financial volatility, which is increasingly used by practitioners to forecast value-at-risk and price derivatives. 

The curriculum vitae of Prof. Calvet is available here.