Contact information:

EDHEC Business School

16 rue du Quatre-Septembre

75002 Paris




  • The 2022-23 program of the CAFFE seminar series is now available here. 1 Sept 2022

  • The paper "What do the portfolios of individual investors reveal about the cross-section of equity returns?" is the winner of the 2021 Morgan Stanley Best Paper Award in Investments at the annual Academic Research Colloquium for Financial Planning. The project is joint with Sebastien Betermier (McGill University), Samuli Knüpfer (BI Business School) and Jens Kvaerner (Tilburg University). 17 Nov 2021

  • The Executive Committee of the European Finance Association has approved the proposal to hold the 2025 annual conference on the Nice campus of EDHEC. Prof. Calvet will serve as Program Chair. 24 Aug 2021

Short Bio and Research Interests:

Laurent E. Calvet is a Professor of Finance at EDHEC Business School. An engineering graduate from Ecole Polytechnique and Ecole des Ponts ParisTech (France), he holds a Ph.D. in Economics from Yale University. Prior to joining EDHEC, 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), and an HEC Foundation Chaired Professor at HEC Paris (2004-16).

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.