Christian Pierre WALTER
Personal Details
First Name: | Christian |
Middle Name: | Pierre |
Last Name: | Walter |
Suffix: | |
RePEc Short-ID: | pwa1049 |
| |
https://epistemofinance.hypotheses.org/ | |
FMSH 54 boulevard Raspail 75006 PARIS FRANCE | |
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Christian Walter, 2024. "Regulation risk: the case of Solvency II," Working Papers hal-04517803, HAL.
- Christian Walter, 2023. "The incorporation of Pareto’s Law into financial modelling: the 1962 turn," Post-Print hal-04495590, HAL.
- Christian Walter, 2023. "Dominique Casajus. Le hasard mode d’emploi. Divination, arithmétique et machines littéraires," Post-Print halshs-04500117, HAL.
- Christian Walter, 2023. "L’introduction de la loi de Pareto dans la modélisation financière," Post-Print halshs-04494659, HAL.
- Olivier Le Courtois & Jacques Lévy-Véhel & Christian Walter, 2020.
"Regulation Risk,"
Post-Print
halshs-04500907, HAL.
- Olivier Le Courtois & Jacques Lévy-Véhel & Christian Walter, 2020. "Regulation Risk," North American Actuarial Journal, Taylor & Francis Journals, vol. 24(3), pages 463-474, July.
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Post-Print
halshs-04500146, HAL.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
- Christian Walter, 2019. "The Embedding or the Quest for “God” Beyond Language [L’enchâssement ou la quête de « Dieu » au-delà du langage]," Post-Print halshs-04503434, HAL.
- Christian Walter, 2019. "The Brownian Motion in Finance: An Epistemological Puzzle," Post-Print halshs-04500953, HAL.
- Christian Walter, 2016. "La seconde quantification de la finance," Post-Print halshs-04504495, HAL.
- Emmanuel Picavet & Christian Walter & Gilles Campagnolo, 2016. "Politiques du capital," Post-Print hal-01470266, HAL.
- Christian Walter, 2016.
"The financial Logos : The framing of financial decision-making by mathematical modelling,"
Post-Print
halshs-04503518, HAL.
- Walter, Christian, 2016. "The financial Logos: The framing of financial decision-making by mathematical modelling," Research in International Business and Finance, Elsevier, vol. 37(C), pages 597-604.
- Emmanuel Picavet & Gilles Campagnolo & Christian Walter, 2016. "Présentation (du dossier : ”Politiques du capital”)," Post-Print hal-01470284, HAL.
- Gilles Campagnolo & Emmanuel Picavet & Christian Walter, 2016. "Présentation," Post-Print hal-04515317, HAL.
- Christian Walter, 2015. "Jumps in financial modelling: pitting the Black-Scholes model refinement programme against the Mandelbrot programme [La modélisation des discontinuités boursières : le programme de Mandelbrot et le," Working Papers halshs-01146581, HAL.
- Christian Walter, 2015. "The two quantifications of the financial theory. A contribution to the critical history of financial modelling [Les deux quantifications de la théorie financière. Contribution à une histoire critiq," Working Papers halshs-01118147, HAL.
- Christian Walter, 2015. "Xavier Fontanet. Si on faisait confiance aux entrepreneurs : l’entreprise française et la mondialisation," Post-Print halshs-04504467, HAL.
- Olivier Le Courtois & Christian Walter, 2014.
"Extreme Financial Risks and Asset Allocation,"
Post-Print
hal-02298199, HAL.
- Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p907, June.
- Olivier Le Courtois & Christian Walter, 2014.
"The Computation of Risk Budgets under the Lévy Process Assumption,"
Post-Print
hal-02313172, HAL.
- Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Finance, Presses universitaires de Grenoble, vol. 35(2), pages 87-108.
- Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Post-Print halshs-04506681, HAL.
- Christian Walter, 2013. "Les origines du modèle de marche au hasard en finance," Working Papers halshs-00828289, HAL.
- Olivier Le Courtois & Christian Walter, 2012. "Risques financiers extrêmes et allocation d'actifs," Post-Print hal-02298168, HAL.
- Christian Walter, 2012. "Introduction," Post-Print hal-04515356, HAL.
- Christian Walter, 2012. "Éthique et finance : le tournant performatif," Post-Print hal-04515340, HAL.
- Christian Walter, 2010. "Le sida de la finance," Post-Print halshs-00611220, HAL.
- Christian Walter, 2009. "Le virus brownien. La réduction brownienne de l'incertitude et la crise financière de 2007-2008," Post-Print halshs-00611224, HAL.
- Hayette Gatfaoui & Christian Walter, 2009.
"Less can be more!,"
Post-Print
hal-00565493, HAL.
- Hayette Gatfoui & Christian Walter, 2009. "Less Can Be More!," Post-Print hal-04515402, HAL.
- Christian Walter, 2007. "Critique de la valeur fondamentale," Post-Print halshs-00611112, HAL.
- Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar, 1998. "Taming large events: portfolio selection for strongly fluctuating assets," Science & Finance (CFM) working paper archive 500044, Science & Finance, Capital Fund Management.
Articles
- Christian Walter, 2023. "La mesure de l’incertitude radicale en économie : un roman du hasard ?," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 3-30.
- Olivier Le Courtois & Jacques Lévy-Véhel & Christian Walter, 2020.
"Regulation Risk,"
North American Actuarial Journal, Taylor & Francis Journals, vol. 24(3), pages 463-474, July.
- Olivier Le Courtois & Jacques Lévy-Véhel & Christian Walter, 2020. "Regulation Risk," Post-Print halshs-04500907, HAL.
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
- Walter, Christian, 2016.
"The financial Logos: The framing of financial decision-making by mathematical modelling,"
Research in International Business and Finance, Elsevier, vol. 37(C), pages 597-604.
- Christian Walter, 2016. "The financial Logos : The framing of financial decision-making by mathematical modelling," Post-Print halshs-04503518, HAL.
- Olivier Le Courtois & Christian Walter, 2014.
"The Computation of Risk Budgets under the Lévy Process Assumption,"
Finance, Presses universitaires de Grenoble, vol. 35(2), pages 87-108.
- Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Post-Print hal-02313172, HAL.
- Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Post-Print halshs-04506681, HAL.
- Christian Walter, 2011.
"Performation et surveillance du système financier,"
Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 105-116.
- Christian Walter, 2011. "Performation et surveillance du système financier," Revue d'Économie Financière, Programme National Persée, vol. 101(1), pages 105-116.
- Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 113-136.
- Christian Walter, 2004. "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 85-104.
- J. P. Bouchaud & D. Sornette & C. Walter & J. P. Aguilar, 1998. "Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 25-41.
Chapters
- Olivier Le Courtois & Christian Walter, 2014. "Risk Budgets," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 9, pages 227-252, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Introduction," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 1, pages 1-7, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Tail Distributions," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 8, pages 181-226, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Lévy Processes," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 4, pages 53-75, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Monoperiodic Portfolio Choice," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 11, pages 275-301, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "The Time Change Framework," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 7, pages 147-180, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Statistical Description of Markets," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 3, pages 31-51, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Dynamic Portfolio Choice," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 12, pages 303-329, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "The Psychology of Risk," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 10, pages 253-274, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Stable Distributions and Processes," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 5, pages 77-104, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Market Framework," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 2, pages 9-30, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Laplace Distributions and Processes," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 6, pages 105-145, World Scientific Publishing Co. Pte. Ltd..
- Olivier Le Courtois & Christian Walter, 2014. "Conclusion," World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 13, pages 331-331, World Scientific Publishing Co. Pte. Ltd..
- Christian Walter, 2013. "Ethics and Finance: A Shift to Performation الأخلاقيات والمالية: التحول إلى التصور," Chapters of books published by the Islamic Economics Institute, KAAU or its faculty members., in: Islamic Economics Institute (ed.),Lectures in Islamic Economics and Finance, Selected From Wednesday Seminars-08 محاضرات في الاقتصاد والتمويل الإسلامي ، مختارة من حوارات الأربعاء - 08, edition 1, chapter 15, pages 83-99, King Abdulaziz University, Islamic Economics Institute..
Books
- Olivier Le Courtois & Christian Walter, 2014.
"Extreme Financial Risks and Asset Allocation,"
World Scientific Books,
World Scientific Publishing Co. Pte. Ltd., number p907, June.
- Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," Post-Print hal-02298199, HAL.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Post-Print
halshs-04500146, HAL.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
Cited by:
- Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Han Phoumin, 2021. "Analyzing the Characteristics of Green Bond Markets to Facilitate Green Finance in the Post-COVID-19 World," Sustainability, MDPI, vol. 13(10), pages 1-24, May.
- Rafael González-Val, 2021. "The Probability Distribution of Worldwide Forest Areas," Sustainability, MDPI, vol. 13(3), pages 1-19, January.
- Emilia-Zorica Bozga, 2021. "Insights from Companies Research: Sustainability Matters," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 199-206, August.
- Huijie Li & Jie Li, 2021. "Risk Governance and Sustainability: A Scientometric Analysis and Literature Review," Sustainability, MDPI, vol. 13(21), pages 1-18, October.
- Christian Walter, 2016.
"The financial Logos : The framing of financial decision-making by mathematical modelling,"
Post-Print
halshs-04503518, HAL.
- Walter, Christian, 2016. "The financial Logos: The framing of financial decision-making by mathematical modelling," Research in International Business and Finance, Elsevier, vol. 37(C), pages 597-604.
Cited by:
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
- Lagoarde-Segot, Thomas, 2019.
"Sustainable finance. A critical realist perspective,"
Research in International Business and Finance, Elsevier, vol. 47(C), pages 1-9.
- Thomas Lagoarde-Segot, 2019. "Sustainable finance. A critical realist perspective," Post-Print halshs-03559024, HAL.
- Amalia Rodrigo-González & Alfredo Grau-Grau & Inmaculada Bel-Oms, 2021. "Circular Economy and Value Creation: Sustainable Finance with a Real Options Approach," Sustainability, MDPI, vol. 13(14), pages 1-30, July.
- Mudakkar, Syeda Rabab & Uppal, Jamshed Y., 2018. "Stability of cross-market bivariate return distributions during financial turbulence," Research in International Business and Finance, Elsevier, vol. 45(C), pages 389-401.
- Erwan Lamy, 2023. "Epistemic Responsibility in Business: An Integrative Framework for an Epistemic Ethics," Journal of Business Ethics, Springer, vol. 183(1), pages 1-14, February.
- Lagoarde-Ségot, Thomas & Revelli, Christophe, 2023. "Ecological money and finance. Introducing ecological risk-free assets," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Lagoarde-Segot, Thomas & Martínez, Enrique A., 2021. "Ecological finance theory: New foundations," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Olivier Le Courtois & Christian Walter, 2014.
"Extreme Financial Risks and Asset Allocation,"
Post-Print
hal-02298199, HAL.
- Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p907, June.
Cited by:
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
- Olivier Le Courtois, 2022. "On the Diversification of Fixed Income Assets," Risks, MDPI, vol. 10(2), pages 1-21, February.
- Olivier Le Courtois & Christian Walter, 2014.
"The Computation of Risk Budgets under the Lévy Process Assumption,"
Post-Print
hal-02313172, HAL.
- Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Finance, Presses universitaires de Grenoble, vol. 35(2), pages 87-108.
- Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Post-Print halshs-04506681, HAL.
Cited by:
- Silvia Faroni & Olivier Le Courtois & Krzysztof Ostaszewski, 2022. "Equivalent Risk Indicators: VaR, TCE, and Beyond," Risks, MDPI, vol. 10(8), pages 1-19, July.
- Salem, Marwa Belhaj & Fouladirad, Mitra & Deloux, Estelle, 2022. "Variance Gamma process as degradation model for prognosis and imperfect maintenance of centrifugal pumps," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
- Bertrand Tavin & Lorenz Schneider, 2018. "From the Samuelson volatility effect to a Samuelson correlation effect : An analysis of crude oil calendar spread options," Post-Print hal-02311970, HAL.
- Gian P. Cervellera & Marco P. Tucci, 2017. "A note on the Estimation of a Gamma-Variance Process: Learning from a Failure," Computational Economics, Springer;Society for Computational Economics, vol. 49(3), pages 363-385, March.
- Olivier Courtois, 2018. "Some Further Results on the Tempered Multistable Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(2), pages 87-109, June.
- Christian Walter, 2013.
"Les origines du modèle de marche au hasard en finance,"
Working Papers
halshs-00828289, HAL.
Cited by:
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
- Christian Walter, 2016.
"The financial Logos : The framing of financial decision-making by mathematical modelling,"
Post-Print
halshs-04503518, HAL.
- Walter, Christian, 2016. "The financial Logos: The framing of financial decision-making by mathematical modelling," Research in International Business and Finance, Elsevier, vol. 37(C), pages 597-604.
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
- Christian Walter, 2012.
"Introduction,"
Post-Print
hal-04515356, HAL.
Cited by:
- Caramanis, Constantinos & Dedoulis, Emmanouil & Leventis, Stergios, 2015. "Transplanting Anglo-American accounting oversight boards to a diverse institutional context," Accounting, Organizations and Society, Elsevier, vol. 42(C), pages 12-31.
- Tucker, Catherine M. & Hribar, Mateja Šmid & Urbanc, Mimi & Bogataj, Nevenka & Gunya, Alexey & Rodela, Romina & Sigura, Maurizia & Piani, Lucia, 2023. "Governance of interdependent ecosystem services and common-pool resources," Land Use Policy, Elsevier, vol. 127(C).
- Christian Walter, 2007.
"Critique de la valeur fondamentale,"
Post-Print
halshs-00611112, HAL.
Cited by:
- Serge Galam, 2011. "Market efficiency, anticipation and the formation of bubbles-crashes," Papers 1106.1577, arXiv.org.
- Fabien Clive Ntonga Efoua, 2019. "De l'Euphorie à la Panique : Une Relecture de l'Instabilité Financière des Années 1980 dans la Zone BEAC," Post-Print hal-03198360, HAL.
- Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 991-1020, April.
- Serge Galam, 2016. "The invisible hand and the rational agent are behind bubbles and crashes," Papers 1601.02990, arXiv.org.
- Ariane Szafarz, 2009.
"How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?,"
Working Papers CEB
09-048.RS, ULB -- Universite Libre de Bruxelles.
- Ariane Szafarz, 2010. "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," DULBEA Working Papers 10-01.RS., ULB -- Universite Libre de Bruxelles.
- Thomas Delcey, 2019. "Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise [Samuelson vs Fama sur l’efficience informationnelle des marchés financiers : le point de vue de l’expertise]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01618347, HAL.
- Biondi, Yuri & Giannoccolo, Pierpaolo & Galam, Serge, 2012.
"Formation of share market prices under heterogeneous beliefs and common knowledge,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5532-5545.
- Yuri Biondi & Pierpaolo Giannoccolo & Serge Galam, 2011. "The formation of share market prices under heterogeneous beliefs and common knowledge," Papers 1105.3228, arXiv.org.
- Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print hal-02084910, HAL.
- Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar, 1998.
"Taming large events: portfolio selection for strongly fluctuating assets,"
Science & Finance (CFM) working paper archive
500044, Science & Finance, Capital Fund Management.
Cited by:
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
- Y. Malevergne & D. Sornette, 2001. "General framework for a portfolio theory with non-Gaussian risks and non-linear correlations," Papers cond-mat/0103020, arXiv.org.
- Y. Malevergne & D. Sornette, 2003. "VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions," Papers physics/0301009, arXiv.org.
- D. Sornette & P. Simonetti & J.V. Andersen, 1999. ""Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions," Finance 9902004, University Library of Munich, Germany.
- D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
- J. V. Andersen & D. Sornette, 1999. "Have your cake and eat it too: increasing returns while lowering large risks!," Papers cond-mat/9907217, arXiv.org.
- Didier SORNETTE, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series 14-25, Swiss Finance Institute.
- Spencer Wheatley & Annette Hofmann & Didier Sornette, 2021. "Addressing insurance of data breach cyber risks in the catastrophe framework," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(1), pages 53-78, January.
- Y. Malevergne & D. Sornette, 2002. "Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets," Papers cond-mat/0207475, arXiv.org.
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
Articles
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
See citations under working paper version above.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
- Walter, Christian, 2016.
"The financial Logos: The framing of financial decision-making by mathematical modelling,"
Research in International Business and Finance, Elsevier, vol. 37(C), pages 597-604.
See citations under working paper version above.
- Christian Walter, 2016. "The financial Logos : The framing of financial decision-making by mathematical modelling," Post-Print halshs-04503518, HAL.
- Olivier Le Courtois & Christian Walter, 2014.
"The Computation of Risk Budgets under the Lévy Process Assumption,"
Finance, Presses universitaires de Grenoble, vol. 35(2), pages 87-108.
See citations under working paper version above.
- Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Post-Print hal-02313172, HAL.
- Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Post-Print halshs-04506681, HAL.
- Christian Walter, 2005.
"La gestion indicielle et la théorie des moyennes,"
Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 113-136.
Cited by:
- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034, Decembrie.
- J. P. Bouchaud & D. Sornette & C. Walter & J. P. Aguilar, 1998.
"Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 25-41.
Cited by:
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
- Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
- Y. Malevergne & D. Sornette, 2001. "General framework for a portfolio theory with non-Gaussian risks and non-linear correlations," Papers cond-mat/0103020, arXiv.org.
- Y. Malevergne & D. Sornette, 2003. "VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions," Papers physics/0301009, arXiv.org.
- D. Sornette & P. Simonetti & J.V. Andersen, 1999. ""Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions," Finance 9902004, University Library of Munich, Germany.
- D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
- J. V. Andersen & D. Sornette, 1999. "Have your cake and eat it too: increasing returns while lowering large risks!," Papers cond-mat/9907217, arXiv.org.
- Didier SORNETTE, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series 14-25, Swiss Finance Institute.
- Spencer Wheatley & Annette Hofmann & Didier Sornette, 2021. "Addressing insurance of data breach cyber risks in the catastrophe framework," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(1), pages 53-78, January.
- Y. Malevergne & D. Sornette, 2002. "Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets," Papers cond-mat/0207475, arXiv.org.
- Mihail Turlakov, 2016. "Leverage and Uncertainty," Papers 1612.07194, arXiv.org.
- Christian Walter, 2020.
"Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections,"
Sustainability, MDPI, vol. 12(18), pages 1-28, September.
Chapters
- Olivier Le Courtois & Christian Walter, 2014.
"Introduction,"
World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 1, pages 1-7,
World Scientific Publishing Co. Pte. Ltd..
Cited by:
- Arik Sadeh & Claudia Florina Radu & Cristina Feniser & Andrei Borşa, 2020. "Governmental Intervention and Its Impact on Growth, Economic Development, and Technology in OECD Countries," Sustainability, MDPI, vol. 13(1), pages 1-30, December.
- Olivier Le Courtois & Christian Walter, 2014.
"Lévy Processes,"
World Scientific Book Chapters, in: Extreme Financial Risks and Asset Allocation, chapter 4, pages 53-75,
World Scientific Publishing Co. Pte. Ltd..
Cited by:
- Alessandro Ramponi, 2012. "Computing Quantiles in Regime-Switching Jump-Diffusions with Application to Optimal Risk Management: a Fourier Transform Approach," Papers 1207.6759, arXiv.org.
Books
- Olivier Le Courtois & Christian Walter, 2014.
"Extreme Financial Risks and Asset Allocation,"
World Scientific Books,
World Scientific Publishing Co. Pte. Ltd., number p907, June.
See citations under working paper version above.Sorry, no citations of books recorded.
- Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," Post-Print hal-02298199, HAL.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-HPE: History and Philosophy of Economics (2) 2015-08-19 2015-08-25
- NEP-FIN: Finance (1) 2005-02-13
- NEP-HIS: Business, Economic and Financial History (1) 2015-08-25
- NEP-RMG: Risk Management (1) 2005-02-13
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