Christian Pierre Walter

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

Professor Chair Holder

54 bd Raspail

Paris, Ile-de-France 75006

France

KEDGE Business School

Professor of finance

Domaine de Luminy - BP 921

BP 921

Marseille, PACA 13288

France

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

    • Email
    • Tel: +33608652084

  • KEDGE Business School

SCHOLARLY PAPERS

5

DOWNLOADS

266

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Ideas:
“  I'm currently working on financial risk modelling, epistemology of financial risk models and epistemic ethics  ”

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

    • Email
    • Tel: +33608652084

  • KEDGE Business School

Scholarly Papers (5)

Actions:
Email selected abstracts
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 213 (173,743)
Citation 3

Abstract:

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

2.

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 Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales
Downloads 23 (600,663)
Citation 1

Abstract:

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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 18 (634,743)

Abstract:

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4.

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
Foundation Maison des Sciences de l'Homme (FMSH) - Collège d'études mondiales
Downloads 12 (678,417)

Abstract:

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

5.

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

Abstract:

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