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 2 2 4 4
Benoit Mandelbrot in finance 0 0 0 0 3 6 6 9
Critique de la valeur fondamentale 0 0 0 0 0 4 5 13
DEA d'économie appliquée. Filière Entreprise et finance internationale. 1. Le portefeuille optimal et l'allocation stratégique d'actifs 0 0 0 0 4 5 5 5
Dominique Casajus. Le hasard mode d’emploi. Divination, arithmétique et machines littéraires 0 2 2 2 1 3 3 3
Désirs humains et désir des machines: l’exemple de la gestion d’actifs 0 1 1 1 1 3 5 6
Extreme Financial Risks and Asset Allocation 0 0 0 0 2 3 5 13
Financial Black Swans: Unpredictable Threat or Descriptive Illusion? 0 0 0 0 1 2 2 2
IAS 39 et la martingalisation des marchés financiers 0 0 0 0 2 2 2 2
Introduction 0 0 0 0 1 1 1 1
Jumps in financial modelling: pitting the Black-Scholes model refinement programme against the Mandelbrot programme 0 0 0 9 4 4 5 49
La dictature des valeurs extrêmes 0 1 1 1 2 3 4 5
La gestion indicielle et la théorie des moyennes 0 0 0 0 8 12 15 17
La seconde quantification de la finance 0 0 0 0 0 0 1 1
La spéculation boursière dans un monde non gaussien 0 0 0 0 4 4 5 5
Le jeu avec le « je »: un point aveugle des sciences de gestion ? 0 0 0 0 1 1 2 2
Le modèle de marche au hasard en finance 0 0 0 0 4 4 6 7
Le modèle linéaire en finance: une perspective historique 0 0 0 0 2 4 4 5
Le phénomène leptokurtique 0 0 0 0 4 4 4 4
Le phénomène leptokurtique sur les marchés financiers 0 0 0 0 1 1 1 2
Le sida de la finance 0 0 0 0 3 4 5 7
Le virus brownien et la déroute des professionnels en finance 0 1 1 1 1 2 2 2
Le virus brownien. La réduction brownienne de l'incertitude et la crise financière de 2007-2008 0 0 0 0 0 1 2 3
Les origines du modèle de marche au hasard en finance 0 0 0 17 1 2 3 63
Les échelles de temps sur les marchés financiers 0 0 0 0 1 1 1 1
Less Can Be More! 0 0 0 0 2 5 7 8
Limitations of conventional private green finance industry and strategies 0 0 0 0 3 3 4 8
Lévy Processes and Extreme Value Theory 0 0 0 0 0 2 3 4
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 3 4 5 7
L’introduction de la loi de Pareto dans la modélisation financière 0 1 1 1 3 6 7 7
Market Efficiency, Risk Neutral Pricing and Choice Among Representations: a "mini-model" 0 0 1 1 1 1 4 6
Measuring Radical Uncertainty in Economics: A Chance Novel? 0 0 0 1 5 7 8 9
Performance Concentration 0 0 0 0 2 3 4 4
Philosophie de la finance: l’exemple de l’efficacité informationnelle d’un marché 0 0 0 0 3 5 5 6
Politiques du capital 0 0 0 0 3 4 6 16
Portfolio concentration and asymmetric returns 0 0 0 0 4 8 10 10
Présentation 0 0 0 0 3 4 5 6
Présentation (du dossier: ”Politiques du capital”) 0 0 0 0 3 3 3 18
Regulation Risk 0 0 0 0 1 3 6 7
Regulation risk: the case of Solvency II 0 0 1 1 1 2 3 4
Research Habits in Financial Modelling: The Case of Non-normality of Market Returns in the 1970s and the 1980s 0 1 1 2 4 5 6 10
Research of Scaling Law on Stock Market Variations 0 1 1 1 2 4 5 7
Risques financiers extrêmes et allocation d'actifs 0 0 0 0 1 3 3 12
Searching for scaling laws in distributional properties of price variations: a review over 40 years 0 0 0 0 5 9 10 11
Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections 0 0 0 0 4 8 10 10
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets 0 0 0 0 1 3 4 4
Taming large events: portfolio selection for strongly fluctuating assets 0 0 0 160 5 7 22 366
The Brownian Motion in Finance: An Epistemological Puzzle 0 1 1 1 1 4 5 6
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 0 3 5 6 7
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 0 1 1 4 4
The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry 0 1 1 1 3 4 4 4
The Embedding or the Quest for “God” Beyond Language 0 0 0 0 1 3 4 4
The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot Program 0 0 0 0 2 4 5 7
The financial Logos: The framing of financial decision-making by mathematical modelling 0 0 0 0 2 3 3 3
The incorporation of Pareto’s Law into financial modelling: the 1962 turn 0 0 0 0 0 3 4 5
The leptokurtic crisis and the discontinuous turn in financial modelling 0 0 0 0 5 7 8 9
The random walk model in finance: a new taxonomy 0 2 2 2 0 3 3 4
The representations of chance and the financial crisis of 2008: the chance that kills 1 1 2 11 5 9 14 18
The two quantifications of the financial theory. A contribution to the critical history of financial modelling 0 0 0 37 2 2 5 48
Un bertillonnage des gérants de portefeuille ? Une réflexion sur la théorie des styles de gestion 0 0 0 0 0 0 1 1
Un siècle de descriptions statistiques des fluctuations boursières 0 0 0 0 3 5 6 6
Une histoire du concept d'efficience sur les marchés financiers 1 2 2 2 5 8 9 9
Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ? 0 1 1 1 1 3 4 6
Volatilité excessive ou économie réelle incertaine ? 0 0 0 0 3 3 4 4
Xavier Fontanet. Si on faisait confiance aux entrepreneurs: l’entreprise française et la mondialisation 0 0 0 0 2 2 2 2
Éthique et finance: le tournant performatif 0 0 0 0 2 2 3 3
Total Working Papers 2 16 19 253 153 248 332 921
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 3 5 6 57
La mesure de l’incertitude radicale en économie: un roman du hasard ? 0 0 0 1 0 1 2 4
Performation et surveillance du système financier 0 0 0 2 1 1 1 13
Performation et surveillance du système financier 0 1 1 1 4 5 5 32
Regulation Risk 0 0 0 3 1 4 6 21
Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections 0 0 1 9 5 9 10 41
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets 0 0 0 0 0 1 2 9
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 2 2 5 7 35
The financial Logos: The framing of financial decision-making by mathematical modelling 0 0 1 26 5 8 13 106
Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ? 0 0 0 5 0 4 6 35
Total Journal Articles 0 1 3 51 21 43 58 353

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 2 23 2 4 7 85
Total Books 0 0 2 23 2 4 7 85

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 0 4
Ethics and Finance: A Shift to Performation الأخلاقيات والمالية: التحول إلى التصور 0 0 1 21 1 3 10 108
Introduction 0 0 0 1 4 5 6 9
Laplace Distributions and Processes 0 0 0 1 2 2 2 7
Lévy Processes 0 0 0 2 2 3 3 12
Market Framework 0 0 0 3 0 0 2 7
Monoperiodic Portfolio Choice 0 0 0 0 1 1 1 5
Risk Budgets 0 0 0 3 1 3 4 11
Speed as Competitive Advantage: CoMaTec Enters the New Mobility Market 0 0 0 0 5 5 6 6
Stable Distributions and Processes 0 0 0 1 0 1 1 3
Statistical Description of Markets 0 0 0 2 1 1 2 6
Tail Distributions 0 0 0 1 1 2 3 8
The Psychology of Risk 0 0 0 1 0 1 1 8
The Time Change Framework 0 0 0 1 2 2 2 9
Total Chapters 0 0 1 37 20 29 43 205

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12