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The Cross-Section of Household Preferences 智库出版物
2021
作者:  Laurent E. Calvet;  John Y. Campbell;  Francisco Gomes;  Paolo Sodini
Adobe PDF(936Kb)  |  收藏  |  浏览/下载:4/0  |  提交时间:2022/10/09
DP16105 The Cross-Section of Household Preferences 智库出版物
2021
作者:  Laurent E. Calvet;  John Y Campbell;  Francisco Gomes
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Life-cycle model  Elasticity of intertemporal substitution  Risk aversion  Time preference rate  Epstein-zin preferences  indirect inference  
DP14955 Can Security Design Foster Household Risk-Taking? 智库出版物
2020
作者:  Laurent E. Calvet;  Claire Célérier;  Boris Vallee
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Security design  Household finance  Capital guarantee product  Behavioral biases  Risk-taking  
DP13974 A Supply and Demand Approach to Equity Pricing 智库出版物
2019
作者:  Laurent E. Calvet;  Sebastien Betermier;  Evan Jo
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Asset pricing  Anomalies  Capital allocation  General equilibrium  Factor-based investing  Production economy  
Risk, return, and skill in the portfolios of the wealthy 智库出版物
2017
作者:  Laurent Bach;  Laurent E. Calvet;  Paolo Sodini
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Earnings inequality  Inequality  Gini  
DP11734 Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 智库出版物
2016
作者:  Laurent E. Calvet;  Laurent Bach
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Household finance  Inequality  Risk-taking  Factor-based investing  Leverage  Cost of debt  Real estate  Private equity  
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 智库出版物
2010
作者:  Laurent E. Calvet;  Paolo Sodini
Adobe PDF(452Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Measuring the Financial Sophistication of Households 智库出版物
2009
作者:  Laurent E. Calvet;  John Y. Campbell;  Paolo Sodini
Adobe PDF(403Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Fight or Flight? Portfolio Rebalancing by Individual Investors 智库出版物
2008
作者:  Laurent E. Calvet;  John Y. Campbell;  Paolo Sodini
Adobe PDF(2689Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Multifrequency Jump-Diffusions: An Equilibrium Approach 智库出版物
2006
作者:  Laurent E. Calvet;  Adlai J. Fisher
Adobe PDF(592Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08