1. Laurent-Emmanuel Calvet was born on 28 February 1969 and is a French economist and a professor of finance.
14 Facts About Laurent-Emmanuel Calvet
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Laurent-Emmanuel Calvet is Vice President of the European Finance Association.
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Laurent-Emmanuel Calvet previously held faculty positions at Harvard University, HEC Paris, and Imperial College London, and EDHEC Business School.
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Laurent-Emmanuel Calvet is a founding member of the Centre for Economic Policy Research's Household Finance Research Network.
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Laurent-Emmanuel Calvet serves on the Advisory Scientific Committee of the European Systemic Risk Board.
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Laurent-Emmanuel Calvet attended Lycee Janson de Sailly and Lycee Louis-le-Grand in Paris.
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Laurent-Emmanuel Calvet obtained engineering degrees from Ecole Polytechnique in 1991 and Ecole des ponts ParisTech in 1994.
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Laurent-Emmanuel Calvet served as an assistant professor and then as the John Loeb associate professor of the Social Sciences at Harvard University from 1998 to 2004.
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Laurent-Emmanuel Calvet taught finance at HEC Paris from 2004 to 2016, Imperial College London from 2007 to 2008, and EDHEC Business School from 2016 to 2023.
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Specialist in asset pricing, household finance, and volatility modelling, Laurent Laurent-Emmanuel Calvet joined SKEMA Business School in 2023 as a professor of finance.
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In 2025, Laurent-Emmanuel Calvet serves as Program Chair of the annual conference of the European Finance Association.
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Laurent-Emmanuel Calvet is known for his research in financial economics, household finance, and econometrics.
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Laurent-Emmanuel Calvet pioneered with Adlai Fisher the Markov switching multifractal model of financial volatility, which is used by academics and financial practitioners to forecast volatility, compute value-at-risk, and price derivatives.
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Laurent-Emmanuel Calvet developed with Veronika Czellar and Elvezio Ronchetti robust filtering techniques that can withstand model misspecifications and outliers.