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

Affiliation

Fondation Maison des sciences de l'homme

https://www.fmsh.fr/en
Paris

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

1. 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, December.

   Cited by:

   1. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
   2. Olivier Le Courtois, 2022. "On the Diversification of Fixed Income Assets," Risks, MDPI, vol. 10(2), pages 1-21, February.

2. 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.

   Cited by:

   1. Silvia Faroni & Olivier Le Courtois & Krzysztof Ostaszewski, 2022. "Equivalent Risk Indicators: VaR, TCE, and Beyond," Risks, MDPI, vol. 10(8), pages 1-19, July.
   2. 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).
   3. 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.
   4. 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.
   5. 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.

3. Christian Walter, 2013. "Les origines du modèle de marche au hasard en finance," Working Papers halshs-00828289, HAL.

   Cited by:

   1. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
   2. 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.

4. Christian Walter, 2007. "Critique de la valeur fondamentale," Post-Print halshs-00611112, HAL.

   Cited by:

   1. Serge Galam, 2011. "Market efficiency, anticipation and the formation of bubbles-crashes," Papers 1106.1577, arXiv.org.
   2. 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.
   3. 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.
   4. Serge Galam, 2016. "The invisible hand and the rational agent are behind bubbles and crashes," Papers 1601.02990, arXiv.org.
   5. 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.
   6. 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.
   7. 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.
   8. Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print hal-02084910, HAL.

5. 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:

   1. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
   2. 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.
   3. 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.
   4. 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.
   5. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
   6. 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.
   7. 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.
   8. 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.
   9. 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.

Articles

1. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.

   Cited by:

   1. 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.
   2. Rafael González-Val, 2021. "The Probability Distribution of Worldwide Forest Areas," Sustainability, MDPI, vol. 13(3), pages 1-19, January.
   3. 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.
   4. Huijie Li & Jie Li, 2021. "Risk Governance and Sustainability: A Scientometric Analysis and Literature Review," Sustainability, MDPI, vol. 13(21), pages 1-18, October.

2. 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:

   1. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
   2. 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.
   3. 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.
   4. 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.
   5. 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.
   6. Lagoarde-Segot, Thomas & Martínez, Enrique A., 2021. "Ecological finance theory: New foundations," International Review of Financial Analysis, Elsevier, vol. 75(C).

3. 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.
   See citations under working paper version above.
4. 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:

   1. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034, Decembrie.

5. 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:

   1. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
   2. 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.
   3. 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.
   4. 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.
   5. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
   6. 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.
   7. 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.
   8. 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.
   9. 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.
   10. Mihail Turlakov, 2016. "Leverage and Uncertainty," Papers 1612.07194, arXiv.org.

Chapters

1. 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:

   1. 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.

2. 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:

   1. 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

1. Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p907, December.
   • Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," Post-Print hal-02298199, HAL.
   See citations under working paper version above.Sorry, no citations of books recorded.

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.

1. NEP-HPE: History and Philosophy of Economics (2) 2015-08-19 2015-08-25
2. NEP-FIN: Finance (1) 2005-02-13
3. NEP-HIS: Business, Economic and Financial History (1) 2015-08-25
4. NEP-RMG: Risk Management (1) 2005-02-13

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