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
An Overlooked Step in the History of Portfolio Theory 0 0 17 17 2 3 16 16
Aux origines de la mesure de performance des fonds d’investissement. Les travaux d’Alfred Cowles 0 0 0 0 3 4 8 8
Benoit Mandelbrot in finance 0 0 0 0 0 0 6 9
Critique de la valeur fondamentale 0 0 0 0 2 4 9 17
DEA d'économie appliquée. Filière Entreprise et finance internationale. 1. Le portefeuille optimal et l'allocation stratégique d'actifs 0 0 0 0 4 6 11 11
Dominique Casajus. Le hasard mode d’emploi. Divination, arithmétique et machines littéraires 0 0 2 2 1 3 6 6
Désirs humains et désir des machines: l’exemple de la gestion d’actifs 0 0 1 1 2 3 7 9
Extreme Financial Risks and Asset Allocation 0 0 0 0 0 1 5 14
Financial Black Swans: Unpredictable Threat or Descriptive Illusion? 0 0 0 0 1 2 4 4
IAS 39 et la martingalisation des marchés financiers 0 0 0 0 2 3 5 5
Introduction 0 0 0 0 1 1 2 2
Jumps in financial modelling: pitting the Black-Scholes model refinement programme against the Mandelbrot programme 0 0 0 9 2 5 10 54
La dictature des valeurs extrêmes 0 0 1 1 4 8 12 13
La gestion indicielle et la théorie des moyennes 0 0 0 0 0 1 15 18
La seconde quantification de la finance 0 0 0 0 0 1 2 2
La spéculation boursière dans un monde non gaussien 0 0 0 0 0 1 6 6
Le jeu avec le « je »: un point aveugle des sciences de gestion ? 0 0 0 0 0 2 4 4
Le modèle de marche au hasard en finance 0 0 0 0 3 4 9 11
Le modèle linéaire en finance: une perspective historique 0 0 0 0 3 5 9 10
Le phénomène leptokurtique 0 0 0 0 0 1 5 5
Le phénomène leptokurtique sur les marchés financiers 0 0 0 0 0 0 1 2
Le sida de la finance 0 0 0 0 2 2 7 9
Le virus brownien et la déroute des professionnels en finance 0 0 1 1 1 1 3 3
Le virus brownien. La réduction brownienne de l'incertitude et la crise financière de 2007-2008 0 0 0 0 1 1 2 4
Les origines du modèle de marche au hasard en finance 0 0 0 17 1 3 6 66
Les échelles de temps sur les marchés financiers 0 0 0 0 4 4 5 5
Less Can Be More! 0 0 0 0 0 11 18 19
Limitations of conventional private green finance industry and strategies 0 0 0 0 2 7 11 15
Lévy Processes and Extreme Value Theory 0 0 0 0 1 3 6 7
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 2 2 7 9
L’introduction de la loi de Pareto dans la modélisation financière 0 0 1 1 2 4 10 11
Market Efficiency, Risk Neutral Pricing and Choice Among Representations: a "mini-model" 0 0 1 1 0 1 4 7
Measuring Radical Uncertainty in Economics: A Chance Novel? 0 0 0 1 3 4 11 13
Performance Concentration 0 0 0 0 1 2 6 6
Philosophie de la finance: l’exemple de l’efficacité informationnelle d’un marché 0 0 0 0 0 3 8 9
Politiques du capital 0 0 0 0 2 4 9 20
Portfolio concentration and asymmetric returns 0 0 0 0 0 4 14 14
Présentation 0 0 0 0 0 0 5 6
Présentation (du dossier: ”Politiques du capital”) 0 0 0 0 2 3 6 21
Regulation Risk 0 0 0 0 1 2 8 9
Regulation risk: the case of Solvency II 0 0 0 1 1 4 6 8
Research Habits in Financial Modelling: The Case of Non-normality of Market Returns in the 1970s and the 1980s 0 0 1 2 2 3 9 13
Research of Scaling Law on Stock Market Variations 0 0 1 1 1 2 6 9
Risques financiers extrêmes et allocation d'actifs 0 0 0 0 1 4 7 16
Searching for scaling laws in distributional properties of price variations: a review over 40 years 0 0 0 0 1 4 14 15
Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections 0 0 0 0 1 3 12 13
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets 0 0 0 0 0 1 5 5
Taming large events: portfolio selection for strongly fluctuating assets 0 0 0 160 4 11 28 377
The Brownian Motion in Finance: An Epistemological Puzzle 0 0 1 1 1 4 9 10
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 0 0 2 7 9
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 0 1 3 7 7
The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry 0 0 1 1 3 6 10 10
The Embedding or the Quest for “God” Beyond Language 0 0 0 0 2 2 6 6
The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot Program 0 0 0 0 0 1 6 8
The financial Logos: The framing of financial decision-making by mathematical modelling 0 0 0 0 2 3 6 6
The incorporation of Pareto’s Law into financial modelling: the 1962 turn 0 0 0 0 1 3 7 8
The leptokurtic crisis and the discontinuous turn in financial modelling 0 0 0 0 0 0 7 9
The random walk model in finance: a new taxonomy 0 0 2 2 1 4 7 8
The representations of chance and the financial crisis of 2008: the chance that kills 0 0 2 11 2 4 17 22
The two quantifications of the financial theory. A contribution to the critical history of financial modelling 0 0 0 37 1 2 6 50
Un bertillonnage des gérants de portefeuille ? Une réflexion sur la théorie des styles de gestion 0 0 0 0 4 6 6 7
Un siècle de descriptions statistiques des fluctuations boursières 0 0 0 0 1 2 7 8
Une histoire du concept d'efficience sur les marchés financiers 0 0 2 2 3 3 12 12
Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ? 0 0 1 1 3 4 7 10
Volatilité excessive ou économie réelle incertaine ? 0 0 0 0 2 3 7 7
Xavier Fontanet. Si on faisait confiance aux entrepreneurs: l’entreprise française et la mondialisation 0 0 0 0 2 6 8 8
Éthique et finance: le tournant performatif 0 0 0 0 2 4 6 7
Total Working Papers 0 0 35 270 97 213 533 1,147
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 1 3 8 60
La mesure de l’incertitude radicale en économie: un roman du hasard ? 0 0 0 1 2 4 6 8
Performation et surveillance du système financier 0 0 1 1 2 2 7 34
Performation et surveillance du système financier 0 0 0 2 0 0 1 13
Regulation Risk 0 0 0 3 3 4 9 25
Sustainable Financial Risk Modelling Fitting the SDGs: Some Reflections 0 0 1 9 1 2 12 43
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets 0 0 0 0 2 4 5 13
The Computation of Risk Budgets under the Lévy Process Assumption 0 0 0 2 1 2 8 37
The financial Logos: The framing of financial decision-making by mathematical modelling 0 0 1 26 4 5 16 111
Volatilité boursière excessive: irrationalité des comportements ou clivage des esprits ? 0 0 0 5 2 3 8 38
Total Journal Articles 0 0 3 51 18 29 80 382

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 1 2 8 87
Total Books 0 0 2 23 1 2 8 87

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conclusion 0 0 0 0 2 3 3 5
Dynamic Portfolio Choice 0 0 0 0 2 2 2 6
Ethics and Finance: A Shift to Performation الأخلاقيات والمالية: التحول إلى التصور 0 0 1 21 1 3 8 111
Introduction 0 0 0 1 1 2 8 11
Laplace Distributions and Processes 0 0 0 1 1 1 3 8
Lévy Processes 0 1 1 3 3 5 8 17
Market Framework 0 0 0 3 2 6 7 13
Monoperiodic Portfolio Choice 0 0 0 0 2 2 3 7
Risk Budgets 0 0 0 3 1 1 4 12
Speed as Competitive Advantage: CoMaTec Enters the New Mobility Market 0 0 0 0 0 0 5 6
Stable Distributions and Processes 0 0 0 1 2 4 5 7
Statistical Description of Markets 0 0 0 2 2 2 3 8
Tail Distributions 0 0 0 1 1 2 4 10
The Psychology of Risk 0 0 0 1 2 3 4 11
The Time Change Framework 0 0 0 1 2 3 5 12
Total Chapters 0 1 2 38 24 39 72 244

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Statistics updated 2026-05-06