Christian Pierre Walter

Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales

Ethics and Finance Chair

Bâtiment Le France

190-196 avenue de France

Paris, 75013

France

  • Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales

SCHOLARLY PAPERS

4

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237

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CROSSREF CITATIONS

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Scholarly Papers (4)

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1.

The Computation of Risk Budgets Under the Lévy Process Assumption

Revue Finance, 35 (2), 2014
Number of pages: 21 Posted: 30 Apr 2010 Last Revised: 08 Nov 2014
Olivier Le Courtois and Christian Pierre Walter
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales
Downloads 209 (156,139)
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Value-at-Risk, Lévy Processes, Variance Gamma Processes, Fourier Transform, Basle 2, Solvency 2

2.

Regulation Risk

Forthcoming in North American Actuarial Journal
Number of pages: 24 Posted: 20 Apr 2020
Olivier Le Courtois, Jacques Lévy Véhel and Christian Pierre Walter
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control, Regularity Team Inria Saclay and Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales
Downloads 15 (588,054)

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3.

Concentration Des Portefeuilles Boursiers Et Asymétrie Des Distributions De Rentabilités D’Actifs (Concentration of Stock Portfolios and Asymmetry of Asset Return Distributions)

Journal de la Société Française de Statistiques, Vol. 153, No. 2, p. 1-20, 2012
Number of pages: 25 Posted: 13 Feb 2017
Olivier Le Courtois and Christian Pierre Walter
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales
Downloads 13 (601,270)

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4.

Audit De Modèles Financiers Pour L'Assurance (Audit of Financial Models in Insurance)

Posted: 18 Dec 2014
Olivier Le Courtois and Christian Pierre Walter
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control and Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales

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