Christian Pierre Walter

Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair

Professor Chair Holder

54 bd Raspail

Paris, Ile-de-France 75006

France

http://epistemofinance.hypotheses.org/

KEDGE Business School

Professor of finance

Domaine de Luminy - BP 921

BP 921

Marseille, PACA 13288

France

  • Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair

    • Email
    • Tel: +33608652084

  • KEDGE Business School

SCHOLARLY PAPERS

9

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2,013

SSRN CITATIONS

3

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1

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“  My research is highly interdisciplinary. I'm currently working on financial risk modelling, philosophy of science of financial economics, epistemology of financial risk models and epistemic ethics.  ”

  • Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair

    • Email
    • Tel: +33608652084

  • KEDGE Business School

Scholarly Papers (9)

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1.

The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry

EFMA 2001 Lugano Meetings
Number of pages: 37 Posted: 19 Apr 2001
Christian Pierre Walter
Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair
Downloads 1,427 (18,916)
Citation 3

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2.

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 Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair
Downloads 221 (191,025)
Citation 3

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Value-at-Risk, Lévy Processes, Variance Gamma Processes, Fourier Transform, Basle 2, Solvency 2

3.

Less Can Be More!

Journal of Money, Investment and Banking, 2009
Number of pages: 30 Posted: 14 Mar 2006 Last Revised: 22 Jul 2009
Christian Pierre Walter, Hayette Gatfaoui, Hayette Gatfaoui and Hubert Rodarie
Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair, IESEG School of Management and LEM member - UMR 9221IESEG School of Management (Paris campus) and Groupe SMA BTP
Downloads 134 (292,368)

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asset allocation, asset selection, concentration, excess return, market timing, performance, stock-picking

4.

The Random Walk Model in Finance: A New Taxonomy

Number of pages: 28 Posted: 23 Aug 2021
Christian Pierre Walter
Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair
Downloads 83 (403,067)

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Lévy measure,Lévy process, random walk model, finance, history of financial thought

5.

Regulation Risk: The Case of Solvency II

Number of pages: 23 Posted: 05 Jan 2022
Christian Pierre Walter
Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair
Downloads 74 (430,346)

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Solvency II, Regulation risk, Financial Risk modelling, Short-termism, Mental model, Brownian motion, Quantification convention, Risk neutral valuation

6.

Regulation Risk

North American Actuarial Journal Vol. 24, N°3, p. 463–474, 2020
Number of pages: 24 Posted: 20 Apr 2020 Last Revised: 02 Dec 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 Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair
Downloads 30 (624,063)
Citation 1

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7.

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 Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair
Downloads 24 (664,685)

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8.

The Leptokurtic Crisis and the Discontinuous Turn in Financial Modelling

Chapter 8 of: Isabelle Chambost, Marc Lenglet, Yamina Tadjeddine (eds.), The Making of Finance. Perspectives from the Social Sciences, Routledge, 2018.
Number of pages: 12 Posted: 09 Mar 2021
Christian Pierre Walter
Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair
Downloads 20 (694,737)

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fat tails, Lévy processes, Mandelbrot, fractals, neoclassical finance

9.

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 Fondation Maison des sciences de l'homme (FMSH) - Ethics and Finance Chair

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