Laurent-Emmanuel Calvet

Laurent-Emmanuel Calvet (born 28 February 1969) is a French economist and a professor of finance.

He previously held faculty positions at Harvard University, HEC Paris, and Imperial College London, and EDHEC Business School.

He taught finance at HEC Paris from 2004 to 2016, Imperial College London from 2007 to 2008, and EDHEC Business School from 2016 to 2023.

Subsequent work confirms that household follow other important precepts of financial theory, such as portfolio rebalancing [19] and habit formation.

[21] He developed with Veronika Czellar and Elvezio Ronchetti robust filtering techniques that can withstand model misspecifications and outliers.