Access Statistics for Christian Pierre WALTER

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aux origines de la mesure de performance des fonds d’investissement. Les travaux d’Alfred Cowles 0 0 0 0 0 0 0 0
Benoit Mandelbrot in finance 0 0 0 0 0 0 3 3
Critique de la valeur fondamentale 0 0 0 0 0 0 1 8
DEA d'économie appliquée. Filière Entreprise et finance internationale. 1. Le portefeuille optimal et l'allocation stratégique d'actifs 0 0 0 0 0 0 0 0
Dominique Casajus. Le hasard mode d’emploi. Divination, arithmétique et machines littéraires 0 0 0 0 0 0 0 0
Désirs humains et désir des machines: l’exemple de la gestion d’actifs 0 0 0 0 0 1 2 2
Extreme Financial Risks and Asset Allocation 0 0 0 0 0 1 1 9
Financial Black Swans: Unpredictable Threat or Descriptive Illusion? 0 0 0 0 0 0 0 0
IAS 39 et la martingalisation des marchés financiers 0 0 0 0 0 0 0 0
Introduction 0 0 0 0 0 0 0 0
Jumps in financial modelling: pitting the Black-Scholes model refinement programme against the Mandelbrot programme 0 0 0 9 0 0 1 44
La dictature des valeurs extrêmes 0 0 0 0 0 0 1 1
La gestion indicielle et la théorie des moyennes 0 0 0 0 0 1 3 3
La seconde quantification de la finance 0 0 0 0 0 0 0 0
La spéculation boursière dans un monde non gaussien 0 0 0 0 0 0 0 0
Le jeu avec le « je »: un point aveugle des sciences de gestion ? 0 0 0 0 0 0 0 0
Le modèle de marche au hasard en finance 0 0 0 0 0 1 2 2
Le modèle linéaire en finance: une perspective historique 0 0 0 0 0 0 1 1
Le phénomène leptokurtique 0 0 0 0 0 0 0 0
Le phénomène leptokurtique sur les marchés financiers 0 0 0 0 0 0 1 1
Le sida de la finance 0 0 0 0 0 0 2 2
Le virus brownien et la déroute des professionnels en finance 0 0 0 0 0 0 0 0
Le virus brownien. La réduction brownienne de l'incertitude et la crise financière de 2007-2008 0 0 0 0 0 1 2 2
Les origines du modèle de marche au hasard en finance 0 0 0 17 0 0 3 60
Les échelles de temps sur les marchés financiers 0 0 0 0 0 0 0 0
Less Can Be More! 0 0 0 0 0 0 1 1
Limitations of conventional private green finance industry and strategies 0 0 0 0 0 0 4 4
Lévy Processes and Extreme Value Theory 0 0 0 0 0 0 1 1
Lévy-stability-under-addition and fractal structure of markets: Implications for the investment management industry and emphasized examination of MATIF notional contract 0 0 0 0 0 0 2 2
L’introduction de la loi de Pareto dans la modélisation financière 0 0 0 0 0 1 1 1
Market Efficiency, Risk Neutral Pricing and Choice Among Representations: a "mini-model" 0 0 0 0 0 1 3 3
Measuring Radical Uncertainty in Economics: A Chance Novel? 0 0 1 1 0 1 2 2
Performance Concentration 0 0 0 0 0 0 0 0
Philosophie de la finance: l’exemple de l’efficacité informationnelle d’un marché 0 0 0 0 0 0 1 1
Politiques du capital 0 0 0 0 0 1 1 11
Portfolio concentration and asymmetric returns 0 0 0 0 0 0 0 0
Présentation 0 0 0 0 0 0 1 1
Présentation (du dossier: ”Politiques du capital”) 0 0 0 0 0 0 0 15
Regulation Risk 0 0 0 0 0 0 1 1
Regulation risk: the case of Solvency II 0 1 1 1 0 1 2 2
Research Habits in Financial Modelling: The Case of Non-normality of Market Returns in the 1970s and the 1980s 0 0 1 1 0 0 4 4
Research of Scaling Law on Stock Market Variations 0 0 0 0 0 1 3 3
Risques financiers extrêmes et allocation d'actifs 0 0 0 0 0 0 0 9
Searching for scaling laws in distributional properties of price variations: a review over 40 years 0 0 0 0 0 0 1 1
Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections 0 0 0 0 0 1 1 1
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets 0 0 0 0 0 0 0 0
Taming large events: portfolio selection for strongly fluctuating assets 0 0 0 160 1 5 8 349
The Brownian Motion in Finance: An Epistemological Puzzle 0 0 0 0 0 0 1 1
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 0 0 1 1 2
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 0 0 0 0 0
The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry 0 0 0 0 0 0 0 0
The Embedding or the Quest for “God” Beyond Language 0 0 0 0 0 0 0 0
The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot Program 0 0 0 0 0 0 2 2
The financial Logos: The framing of financial decision-making by mathematical modelling 0 0 0 0 0 0 0 0
The incorporation of Pareto’s Law into financial modelling: the 1962 turn 0 0 0 0 0 0 0 1
The leptokurtic crisis and the discontinuous turn in financial modelling 0 0 0 0 0 1 2 2
The random walk model in finance: a new taxonomy 0 0 0 0 0 0 1 1
The representations of chance and the financial crisis of 2008: the chance that kills 0 0 9 9 0 1 5 5
The two quantifications of the financial theory. A contribution to the critical history of financial modelling 0 0 0 37 0 1 1 44
Un bertillonnage des gérants de portefeuille ? Une réflexion sur la théorie des styles de gestion 0 0 0 0 0 1 1 1
Un siècle de descriptions statistiques des fluctuations boursières 0 0 0 0 0 1 1 1
Une histoire du concept d'efficience sur les marchés financiers 0 0 0 0 0 0 0 0
Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ? 0 0 0 0 0 1 3 3
Volatilité excessive ou économie réelle incertaine ? 0 0 0 0 0 0 0 0
Xavier Fontanet. Si on faisait confiance aux entrepreneurs: l’entreprise française et la mondialisation 0 0 0 0 0 0 0 0
Éthique et finance: le tournant performatif 0 0 0 0 0 1 1 1
Total Working Papers 0 1 12 235 1 25 79 614
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
La gestion indicielle et la théorie des moyennes 0 0 0 2 0 1 2 52
La mesure de l’incertitude radicale en économie: un roman du hasard ? 0 0 0 1 0 0 1 2
Performation et surveillance du système financier 0 0 0 2 0 0 0 12
Performation et surveillance du système financier 0 0 0 0 0 0 1 27
Regulation Risk 0 0 0 3 0 1 1 16
Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections 0 0 0 8 0 0 2 31
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets 0 0 0 0 0 1 2 8
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 2 0 1 3 29
The financial Logos: The framing of financial decision-making by mathematical modelling 0 0 0 25 1 2 2 95
Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ? 0 0 0 5 0 1 1 30
Total Journal Articles 0 0 0 48 1 7 15 302

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Extreme Financial Risks and Asset Allocation 0 0 1 21 0 1 6 79
Total Books 0 0 1 21 0 1 6 79

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conclusion 0 0 0 0 0 0 0 2
Dynamic Portfolio Choice 0 0 0 0 0 0 1 4
Ethics and Finance: A Shift to Performation الأخلاقيات والمالية: التحول إلى التصور 0 0 2 20 1 5 22 103
Introduction 0 0 0 1 0 0 0 3
Laplace Distributions and Processes 0 0 0 1 0 0 0 5
Lévy Processes 0 0 0 2 0 0 2 9
Market Framework 0 0 0 3 0 1 1 6
Monoperiodic Portfolio Choice 0 0 0 0 0 0 0 4
Risk Budgets 0 0 0 3 0 1 1 8
Speed as Competitive Advantage: CoMaTec Enters the New Mobility Market 0 0 0 0 0 1 1 1
Stable Distributions and Processes 0 0 0 1 0 0 0 2
Statistical Description of Markets 0 0 1 2 0 1 2 5
Tail Distributions 0 0 0 1 0 1 2 6
The Psychology of Risk 0 0 1 1 0 0 2 7
The Time Change Framework 0 0 0 1 0 0 1 7
Total Chapters 0 0 4 36 1 10 35 172

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Statistics updated 2025-05-12