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. 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:

   1. Yan, Min & Gong, Xinshu, 2024. "Impact of green credit on green finance and corporate emissions reduction," Finance Research Letters, Elsevier, vol. 60(C).
   2. 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.
   3. Thomas Lagoarde-Ségot & Alban Mathieu, 2024. "Ecological money and finance—upscaling local complementary currencies," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
   4. Rafael González-Val, 2021. "The Probability Distribution of Worldwide Forest Areas," Sustainability, MDPI, vol. 13(3), pages 1-19, January.
   5. 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.
   6. D'Amato, Valeria & Di Lorenzo, Emilia & Piscopo, Gabriella & Sibillo, Marilena & Trotta, Annarita, 2024. "Insurance business and social sustainability: A proposal," Socio-Economic Planning Sciences, Elsevier, vol. 93(C).
   7. 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.
   • 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.
      • Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
   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-Ségot, Thomas & Revelli, Christophe, 2023. "Ecological money and finance. Introducing ecological risk-free assets," International Review of Financial Analysis, Elsevier, vol. 90(C).
   7. 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. "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, August.

   Cited by:

   1. 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.
   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.
   • 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:

   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.

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.
      • Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
   2. 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.

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. J. Bouchaud & D. Sornette & Christian Walter & J. Aguilar, 2011. "Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets," Post-Print hal-04566694, HAL.
   • 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.
      • Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
   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.

8. Christian Walter, 2009. "Le virus brownien. La réduction brownienne de l'incertitude et la crise financière de 2007-2008," Post-Print halshs-00611224, HAL.

   Cited by:

   1. Christian Walter, 2016. "The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot Program," Post-Print hal-04561141, HAL.

9. 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.

10. Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Post-Print hal-04529992, 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:

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

11. Christian Walter, 1999. "Aux origines de la mesure de performance des fonds d’investissement. Les travaux d’Alfred Cowles," Post-Print hal-04560304, HAL.

    Cited by:

    1. 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.

12. 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.
       • Christian Walter, 2020. "Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections," Post-Print halshs-04500146, HAL.
    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.

13. Christian Walter, 1996. "Une histoire du concept d'efficience sur les marchés financiers," Post-Print hal-04560336, HAL.

    Cited by:

    1. 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.
    2. Christian Walter, 2001. "Searching for scaling laws in distributional properties of price variations: a review over 40 years," Post-Print hal-04567942, HAL.
    3. Christian Walter, 2009. "Research of Scaling Law on Stock Market Variations," Post-Print hal-04712501, HAL.

Articles

1. 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.
   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.
   • Christian Walter, 2016. "The financial Logos : The framing of financial decision-making by mathematical modelling," Post-Print halshs-04503518, HAL.
   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.
   • 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.
   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.
   • Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Post-Print hal-04529992, HAL.
   See citations under working paper version above.
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.
   • J. Bouchaud & D. Sornette & Christian Walter & J. Aguilar, 2011. "Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets," Post-Print hal-04566694, HAL.
   See citations under working paper version above.Sorry, no citations of articles recorded.

Chapters

1. 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.

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..

   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.

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, August.
   • 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

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:

1. Number of Distinct Works, Weighted by Number of Authors

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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