Details about Christian Pierre WALTER

Access statistics for papers by Christian Pierre WALTER.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pwa1049

Working Papers

2024

1. Désirs humains et désir des machines: l’exemple de la gestion d’actifs
   Post-Print, HAL
2. Limitations of conventional private green finance industry and strategies
   Post-Print, HAL
3. Market Efficiency, Risk Neutral Pricing and Choice Among Representations: a "mini-model"
   Working Papers, HAL
4. Measuring Radical Uncertainty in Economics: A Chance Novel?
   (La mesure de l’incertitude radicale en économie: un roman du hasard ?)
   Post-Print, HAL
5. Regulation risk: the case of Solvency II
   Working Papers, HAL
6. The representations of chance and the financial crisis of 2008: the chance that kills
   Post-Print, HAL

2023

7. Dominique Casajus. Le hasard mode d’emploi. Divination, arithmétique et machines littéraires
   Post-Print, HAL
8. Le jeu avec le « je »: un point aveugle des sciences de gestion ?
   Post-Print, HAL
9. L’introduction de la loi de Pareto dans la modélisation financière
   Post-Print, HAL
10. The incorporation of Pareto’s Law into financial modelling: the 1962 turn
    Post-Print, HAL

2021

11. The random walk model in finance: a new taxonomy
    Working Papers, HAL

2020

12. Financial Black Swans: Unpredictable Threat or Descriptive Illusion?
    Post-Print, HAL
13. Regulation Risk
    (Regulation Risk)
    Post-Print, HAL
    See also Journal Article Regulation Risk, North American Actuarial Journal, Taylor & Francis Journals (2020) (2020)
14. Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections
    Post-Print, HAL
    See also Journal Article Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections, Sustainability, MDPI (2020) View citations (8) (2020)

2019

15. The Brownian Motion in Finance: An Epistemological Puzzle
    Post-Print, HAL View citations (1)
16. The Embedding or the Quest for “God” Beyond Language
    (L’enchâssement ou la quête de « Dieu » au-delà du langage)
    Post-Print, HAL

2018

17. The leptokurtic crisis and the discontinuous turn in financial modelling
    Post-Print, HAL

2017

18. Philosophie de la finance: l’exemple de l’efficacité informationnelle d’un marché
    Post-Print, HAL
19. Research Habits in Financial Modelling: The Case of Non-normality of Market Returns in the 1970s and the 1980s
    Post-Print, HAL

2016

20. La seconde quantification de la finance
    Post-Print, HAL
21. Lévy Processes and Extreme Value Theory
    Post-Print, HAL
22. Politiques du capital
    Post-Print, HAL
23. Présentation
    Post-Print, HAL
24. Présentation (du dossier: ”Politiques du capital”)
    Post-Print, HAL
25. The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot Program
    Post-Print, HAL
26. The financial Logos: The framing of financial decision-making by mathematical modelling
    Post-Print, HAL
    See also Journal Article The financial Logos: The framing of financial decision-making by mathematical modelling, Research in International Business and Finance, Elsevier (2016) View citations (8) (2016)

2015

27. Benoit Mandelbrot in finance
    Post-Print, HAL
28. 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 programme pragmatique)
    Working Papers, HAL
29. 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 critique des modèles financiers)
    Working Papers, HAL
30. Xavier Fontanet. Si on faisait confiance aux entrepreneurs: l’entreprise française et la mondialisation
    Post-Print, HAL

2014

31. Extreme Financial Risks and Asset Allocation
    Post-Print, HAL View citations (2)
    See also Book Extreme Financial Risks and Asset Allocation, World Scientific Books, World Scientific Publishing Co. Pte. Ltd. (2014) View citations (3) (2014)
32. The Computation of Risk Budgets under the Lévy Process Assumption
    Post-Print, HAL
    Also in Post-Print, HAL (2014) View citations (2)
    See also Journal Article The Computation of Risk Budgets under the Lévy Process Assumption, Finance, Presses universitaires de Grenoble (2014) View citations (5) (2014)

2013

33. Le modèle de marche au hasard en finance
    Post-Print, HAL View citations (2)
34. Les origines du modèle de marche au hasard en finance
    Working Papers, HAL View citations (2)

2012

35. Introduction
    Post-Print, HAL View citations (2)
36. Portfolio concentration and asymmetric returns
    (Concentration des portefeuilles boursiers et asymétrie des distributions de rentabilités d'actifs)
    Post-Print, HAL
37. Risques financiers extrêmes et allocation d'actifs
    Post-Print, HAL View citations (1)
38. Éthique et finance: le tournant performatif
    Post-Print, HAL

2011

39. Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets
    Post-Print, HAL
    See also Journal Article Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets, International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (1998) View citations (10) (1998)

2010

40. IAS 39 et la martingalisation des marchés financiers
    Post-Print, HAL
41. Le phénomène leptokurtique
    Post-Print, HAL
42. Le sida de la finance
    Post-Print, HAL

2009

43. Le phénomène leptokurtique sur les marchés financiers
    Post-Print, HAL
44. Le virus brownien et la déroute des professionnels en finance
    Post-Print, HAL
45. Le virus brownien. La réduction brownienne de l'incertitude et la crise financière de 2007-2008
    Post-Print, HAL View citations (1)
46. Less Can Be More!
    Post-Print, HAL
47. Research of Scaling Law on Stock Market Variations
    Post-Print, HAL

2008

48. Un bertillonnage des gérants de portefeuille ? Une réflexion sur la théorie des styles de gestion
    Working Papers, HAL

2007

49. Critique de la valeur fondamentale
    Post-Print, HAL View citations (8)
50. La dictature des valeurs extrêmes
    Post-Print, HAL

2005

51. La gestion indicielle et la théorie des moyennes
    Post-Print, HAL View citations (1)
    See also Journal Article La gestion indicielle et la théorie des moyennes, Revue d'Économie Financière, Programme National Persée (2005) View citations (1) (2005)
52. Performance Concentration
    (La concentration de la performance)
    Post-Print, HAL

2004

53. DEA d'économie appliquée. Filière Entreprise et finance internationale. 1. Le portefeuille optimal et l'allocation stratégique d'actifs
    Post-Print, HAL
54. La spéculation boursière dans un monde non gaussien
    Post-Print, HAL
55. Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ?
    Post-Print, HAL
    See also Journal Article Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ?, Revue d'Économie Financière, Programme National Persée (2004) (2004)

2003

56. Le modèle linéaire en finance: une perspective historique
    Working Papers, HAL
57. Un siècle de descriptions statistiques des fluctuations boursières
    Working Papers, HAL
58. Volatilité excessive ou économie réelle incertaine ?
    Working Papers, HAL

2001

59. Les échelles de temps sur les marchés financiers
    Post-Print, HAL
60. Searching for scaling laws in distributional properties of price variations: a review over 40 years
    Post-Print, HAL
61. The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry
    Post-Print, HAL

1999

62. Aux origines de la mesure de performance des fonds d’investissement. Les travaux d’Alfred Cowles
    Post-Print, HAL View citations (1)
63. Lévy-stability-under-addition and fractal structure of markets: Implications for the investment management industry and emphasized examination of MATIF notional contract
    Post-Print, HAL

1998

64. Taming large events: portfolio selection for strongly fluctuating assets
    Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management View citations (9)

1996

65. Une histoire du concept d'efficience sur les marchés financiers
    Post-Print, HAL View citations (3)

Journal Articles

2023

1. La mesure de l’incertitude radicale en économie: un roman du hasard ?
   Revue française d'économie, 2023, XXXVIII, (3), 3-30

2020

2. Regulation Risk
   North American Actuarial Journal, 2020, 24, (3), 463-474
   See also Working Paper Regulation Risk, Post-Print (2020) (2020)
3. Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections
   Sustainability, 2020, 12, (18), 1-28 View citations (8)
   See also Working Paper Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections, Post-Print (2020) (2020)

2016

4. The financial Logos: The framing of financial decision-making by mathematical modelling
   Research in International Business and Finance, 2016, 37, (C), 597-604 View citations (8)
   See also Working Paper The financial Logos: The framing of financial decision-making by mathematical modelling, Post-Print (2016) (2016)

2014

5. The Computation of Risk Budgets under the Lévy Process Assumption
   Finance, 2014, 35, (2), 87-108 View citations (5)
   See also Working Paper The Computation of Risk Budgets under the Lévy Process Assumption, Post-Print (2014) (2014)

2011

6. Performation et surveillance du système financier
   Revue d'Économie Financière, 2011, 101, (1), 105-116
   Also in Revue d'économie financière, 2011, N° 101, (1), 105-116 (2011)

2005

7. La gestion indicielle et la théorie des moyennes
   Revue d'Économie Financière, 2005, 79, (2), 113-136 View citations (1)
   See also Working Paper La gestion indicielle et la théorie des moyennes, Post-Print (2005) View citations (1) (2005)

2004

8. Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ?
   Revue d'Économie Financière, 2004, 74, (1), 85-104
   See also Working Paper Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ?, Post-Print (2004) (2004)

1998

9. Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets
   International Journal of Theoretical and Applied Finance (IJTAF), 1998, 01, (01), 25-41 View citations (10)
   See also Working Paper Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets, Post-Print (2011) (2011)

Books

2014

1. Extreme Financial Risks and Asset Allocation
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (3)
   See also Working Paper Extreme Financial Risks and Asset Allocation, Post-Print, HAL (2014) View citations (2) (2014)

Chapters

2024

1. Speed as Competitive Advantage: CoMaTec Enters the New Mobility Market
   Springer

2014

2. Conclusion
   Chapter 13 in Extreme Financial Risks and Asset Allocation, 2014, pp 331-331
3. Dynamic Portfolio Choice
   Chapter 12 in Extreme Financial Risks and Asset Allocation, 2014, pp 303-329
4. Introduction
   Chapter 1 in Extreme Financial Risks and Asset Allocation, 2014, pp 1-7 View citations (1)
5. Laplace Distributions and Processes
   Chapter 6 in Extreme Financial Risks and Asset Allocation, 2014, pp 105-145
6. Lévy Processes
   Chapter 4 in Extreme Financial Risks and Asset Allocation, 2014, pp 53-75 View citations (1)
7. Market Framework
   Chapter 2 in Extreme Financial Risks and Asset Allocation, 2014, pp 9-30
8. Monoperiodic Portfolio Choice
   Chapter 11 in Extreme Financial Risks and Asset Allocation, 2014, pp 275-301
9. Risk Budgets
   Chapter 9 in Extreme Financial Risks and Asset Allocation, 2014, pp 227-252
10. Stable Distributions and Processes
    Chapter 5 in Extreme Financial Risks and Asset Allocation, 2014, pp 77-104
11. Statistical Description of Markets
    Chapter 3 in Extreme Financial Risks and Asset Allocation, 2014, pp 31-51
12. Tail Distributions
    Chapter 8 in Extreme Financial Risks and Asset Allocation, 2014, pp 181-226
13. The Psychology of Risk
    Chapter 10 in Extreme Financial Risks and Asset Allocation, 2014, pp 253-274
14. The Time Change Framework
    Chapter 7 in Extreme Financial Risks and Asset Allocation, 2014, pp 147-180

2013

15. Ethics and Finance: A Shift to Performation الأخلاقيات والمالية: التحول إلى التصور
    Chapter 15 in Lectures in Islamic Economics and Finance, Selected From Wednesday Seminars-08 محاضرات في الاقتصاد والتمويل الإسلامي ، مختارة من حوارات الأربعاء - 08, 2013, pp 83-99