Bio and CV
My curriculum vitae is available here.
Laurent E. Calvet is a Professor of Finance at EDHEC Business School. He is an Engineering graduate from Ecole Polytechnique in Paris and holds a Ph.D. in Economics from Yale University. Prior to joining EDHEC, Laurent Calvet 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), and an HEC Foundation Chair at HEC Paris (2004-16). In 2006, Laurent Calvet received the "Best Finance Researcher uner the age of 40" award from Le Monde and the Europlace Institute of Finance. His research in asset pricing, household finance, and volatility modeling has appeared in leading economics, finance, and statistics journals. Laurent Calvet pioneered with Adlai Fisher the Markov-Switching Multifractal of financial volatility, which is increasingly used by financial practitioners to forecast volatility, compute value-at-risk, and price derivatives. This approach is summarized in the book "Multifractal Volatility: Theory, Forecasting and Pricing."
Laurent E. Calvet will chair the 2025 annual conference of the European Finance Association.