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Christian Pierre WALTER

Not to be confused with: Christian 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

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Christian Walter, 2024. "Regulation risk: the case of Solvency II," Working Papers hal-04517803, HAL.
  2. Christian Walter, 2024. "Measuring Radical Uncertainty in Economics: A Chance Novel? [La mesure de l’incertitude radicale en économie : un roman du hasard ?]," Post-Print hal-04560259, HAL.
  3. Christian Walter & Christophe Revelli, 2024. "Limitations of conventional private green finance industry and strategies," Post-Print hal-04566302, HAL.
  4. Christian Walter, 2024. "Market Efficiency, Risk Neutral Pricing and Choice Among Representations: a "mini-model"," Working Papers hal-04578320, HAL.
  5. Christian Walter, 2023. "The incorporation of Pareto’s Law into financial modelling: the 1962 turn," Post-Print hal-04495590, HAL.
  6. Christian Walter, 2023. "Dominique Casajus. Le hasard mode d’emploi. Divination, arithmétique et machines littéraires," Post-Print halshs-04500117, HAL.
  7. Christian Walter, 2023. "Le jeu avec le « je » : un point aveugle des sciences de gestion ?," Post-Print halshs-04534970, HAL.
  8. Christian Walter, 2023. "L’introduction de la loi de Pareto dans la modélisation financière," Post-Print halshs-04494659, HAL.
  9. Christian Walter, 2021. "The random walk model in finance: a new taxonomy," Working Papers hal-04578324, HAL.
  10. Christian Walter, 2020. "Financial Black Swans: Unpredictable Threat or Descriptive Illusion?," Post-Print hal-04560368, HAL.
  11. Olivier Le Courtois & Jacques Lévy-Véhel & Christian Walter, 2020. "Regulation Risk," Post-Print halshs-04500907, HAL.
  12. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
  13. 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.
  14. Christian Walter, 2019. "The Brownian Motion in Finance: An Epistemological Puzzle," Post-Print halshs-04500953, HAL.
  15. Christian Walter, 2018. "The leptokurtic crisis and the discontinuous turn in financial modelling," Post-Print hal-04560385, HAL.
  16. Boudewijn de Bruin & Christian Walter, 2017. "Research Habits in Financial Modelling: The Case of Non-normality of Market Returns in the 1970s and the 1980s," Post-Print hal-04561125, HAL.
  17. Christian Walter, 2017. "Philosophie de la finance : l’exemple de l’efficacité informationnelle d’un marché," Post-Print hal-04560395, HAL.
  18. Christian Walter, 2016. "La seconde quantification de la finance," Post-Print halshs-04504495, HAL.
  19. Christian Walter, 2016. "The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot Program," Post-Print hal-04561141, HAL.
  20. Emmanuel Picavet & Christian Walter & Gilles Campagnolo, 2016. "Politiques du capital," Post-Print hal-01470266, HAL.
  21. Christian Walter, 2016. "The financial Logos : The framing of financial decision-making by mathematical modelling," Post-Print halshs-04503518, HAL.
  22. Emmanuel Picavet & Gilles Campagnolo & Christian Walter, 2016. "Présentation (du dossier : ”Politiques du capital”)," Post-Print hal-01470284, HAL.
  23. Christian Walter & Olivier Le Courtois, 2016. "Lévy Processes and Extreme Value Theory," Post-Print hal-04561146, HAL.
  24. Gilles Campagnolo & Emmanuel Picavet & Christian Walter, 2016. "Présentation," Post-Print hal-04515317, HAL.
  25. Christian Walter, 2015. "Benoit Mandelbrot in finance," Post-Print hal-04566914, HAL.
  26. 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.
  27. 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.
  28. Christian Walter, 2015. "Xavier Fontanet. Si on faisait confiance aux entrepreneurs : l’entreprise française et la mondialisation," Post-Print halshs-04504467, HAL.
  29. Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," Post-Print hal-02298199, HAL.
  30. Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Post-Print hal-02313172, HAL.
  31. Christian Walter, 2013. "Les origines du modèle de marche au hasard en finance," Working Papers halshs-00828289, HAL.
  32. Olivier Le Courtois & Christian Walter, 2012. "Risques financiers extrêmes et allocation d'actifs," Post-Print hal-02298168, HAL.
  33. Christian Walter, 2012. "Introduction," Post-Print hal-04515356, HAL.
  34. Christian Walter & Olivier Le Courtois, 2012. "Portfolio concentration and asymmetric returns [Concentration des portefeuilles boursiers et asymétrie des distributions de rentabilités d'actifs]," Post-Print hal-04560285, HAL.
  35. Christian Walter, 2012. "Éthique et finance : le tournant performatif," Post-Print hal-04515340, HAL.
  36. J. Bouchaud & D. Sornette & Christian Walter & J. Aguilar, 2011. "Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets," Post-Print hal-04566694, HAL.
  37. Christian Walter, 2010. "IAS 39 et la martingalisation des marchés financiers," Post-Print hal-04568198, HAL.
  38. Christian Walter, 2010. "Le phénomène leptokurtique," Post-Print hal-04568199, HAL.
  39. Christian Walter, 2010. "Le sida de la finance," Post-Print halshs-00611220, HAL.
  40. Christian Walter, 2009. "Le virus brownien. La réduction brownienne de l'incertitude et la crise financière de 2007-2008," Post-Print halshs-00611224, HAL.
  41. Christian Walter, 2009. "Le virus brownien et la déroute des professionnels en finance," Post-Print halshs-00611137, HAL.
  42. Christian Walter, 2009. "Le phénomène leptokurtique sur les marchés financiers," Post-Print hal-04530006, HAL.
  43. Hayette Gatfaoui & Christian Walter, 2009. "Less can be more!," Post-Print hal-00565493, HAL.
  44. Christian Walter, 2007. "Critique de la valeur fondamentale," Post-Print halshs-00611112, HAL.
  45. Christian Walter, 2007. "La dictature des valeurs extrêmes," Post-Print halshs-00611139, HAL.
  46. Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Post-Print hal-04529992, HAL.
  47. Christian Walter, 2005. "Performance Concentration [La concentration de la performance]," Post-Print hal-04567931, HAL.
  48. Christian Walter, 2004. "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Post-Print hal-04529998, HAL.
  49. Christian Walter, 2004. "La spéculation boursière dans un monde non gaussien," Post-Print hal-04567518, HAL.
  50. Christian Walter, 2003. "Un siècle de descriptions statistiques des fluctuations boursières," Working Papers hal-04567477, HAL.
  51. Christian Walter, 2003. "Le modèle linéaire en finance : une perspective historique," Working Papers hal-04579461, HAL.
  52. Christian Walter, 2003. "Volatilité excessive ou économie réelle incertaine ?," Working Papers hal-04567507, HAL.
  53. Christian Walter, 2001. "Searching for scaling laws in distributional properties of price variations: a review over 40 years," Post-Print hal-04567942, HAL.
  54. Christian Walter, 2001. "Les échelles de temps sur les marchés financiers," Post-Print hal-04530012, HAL.
  55. Christian Walter, 2001. "The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry," Post-Print hal-04574614, HAL.
  56. Christian Walter, 1999. "Aux origines de la mesure de performance des fonds d’investissement. Les travaux d’Alfred Cowles," Post-Print hal-04560304, HAL.
  57. 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.
  58. Christian Walter, 1996. "Une histoire du concept d'efficience sur les marchés financiers," Post-Print hal-04560336, HAL.

Articles

  1. 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.
  2. 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.
  3. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Sustainability, MDPI, vol. 12(18), pages 1-28, September.
  4. 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.
  5. 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.
  6. Christian Walter, 2011. "Performation et surveillance du système financier," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 105-116.
  7. Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 113-136.
  8. 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.
  9. 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

  1. 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..
  2. 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..
  3. 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..
  4. 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..
  5. 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..
  6. 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..
  7. 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..
  8. 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..
  9. 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..
  10. 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..
  11. 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..
  12. 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..
  13. 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..
  14. 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

  1. Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p907, October.

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. Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.

    Cited by:

    1. Rafael González-Val, 2021. "The Probability Distribution of Worldwide Forest Areas," Sustainability, MDPI, vol. 13(3), pages 1-19, January.
    2. 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.
    3. 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.
    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. Christian Walter, 2016. "The financial Logos : The framing of financial decision-making by mathematical modelling," Post-Print halshs-04503518, 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. Lagoarde-Segot, Thomas & Martínez, Enrique A., 2021. "Ecological finance theory: New foundations," International Review of Financial Analysis, Elsevier, vol. 75(C).
    3. Lagoarde-Segot, Thomas, 2019. "Sustainable finance. A critical realist perspective," Research in International Business and Finance, Elsevier, vol. 47(C), pages 1-9.
    4. 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.
    5. 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.
    6. 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.
    7. Lagoarde-Ségot, Thomas & Revelli, Christophe, 2023. "Ecological money and finance. Introducing ecological risk-free assets," International Review of Financial Analysis, Elsevier, vol. 90(C).

  3. Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," Post-Print hal-02298199, 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. Olivier Le Courtois, 2022. "On the Diversification of Fixed Income Assets," Risks, MDPI, vol. 10(2), pages 1-21, February.

  4. Olivier Le Courtois & Christian Walter, 2014. "The Computation of Risk Budgets under the Lévy Process Assumption," Post-Print hal-02313172, HAL.

    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. 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.
    4. 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.
    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.

  5. 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.

  6. Christian Walter, 2012. "Introduction," Post-Print hal-04515356, HAL.

    Cited by:

    1. 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.
    2. 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).

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

    Cited by:

    1. 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.
    2. 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.
    3. Serge Galam, 2011. "Market efficiency, anticipation and the formation of bubbles-crashes," Papers 1106.1577, arXiv.org.
    4. 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.
    5. Serge Galam, 2016. "The invisible hand and the rational agent are behind bubbles and crashes," Papers 1601.02990, arXiv.org.
    6. Yuri Biondi & Pierpaolo Giannoccolo & Serge Galam, 2011. "The formation of share market prices under heterogeneous beliefs and common knowledge," Papers 1105.3228, arXiv.org.
    7. 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.
    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.

  8. 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. 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.
    3. 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.
    4. 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.
    5. 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.
    6. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, 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.
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  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.
    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. 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.
    3. 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.
    4. 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.
    5. 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.
    6. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, 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. Mihail Turlakov, 2016. "Leverage and Uncertainty," Papers 1612.07194, arXiv.org.
    10. 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.

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, October.
    See citations under working paper version above.Sorry, no citations of books recorded.

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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

Corrections

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