Laurent E. Calvet is a Professor of Finance at EDHEC Business School. He is an engineering graduate from Ecole Polytechnique (1991) and Ecole Nationale des Ponts et Chaussées (1994) in Paris and holds a Ph.D. in Economics from Yale University (1998). He has served as the John Loeb Professor of the Social Sciences at Harvard University (1998-2004), an HEC Foundation Professor at HEC Paris (2004-16), and a Professor and Chair in Finance at Imperial College London (2007-8). His contributions to household finance, asset pricing, and multifractal risk modeling have appeared in leading economics, finance, and statistics journals. Prof. 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. He is a Research Associate of Goethe University Frankfurt's Center for Financial Studies, a Founding Member of the CEPR Household Finance Network, and an editorial board member of several academic journals, including Journal of Fractal Geometry.