Christian Walter
- Laboratoire d’anthropologie politique – Approches interdisciplinaires et critiques des mondes contemporains, UMR 8177 (LAP)
Présentation
Christian Walter, ESSEC, actuary “agrégé” of the Institute of Actuaries, doctorate in Economics and “Habilitation à diriger des recherches” in Management Science. He specializes in financial markets related issues (mathematical, economic, philosophical and historical) with interplays between history of science, modern financial approaches of pricing and ethical perspectives. He had a 30 years’ experience in financial industry in various areas covering asset allocation, risk management, performance measurement and quantitative products. Main articles cover: in-depth analysis of the market efficiency concept, Lévy modelling for behaviour of stock market prices and asset pricing, history of financial thought, critical analysis of the financial mathematical concepts. Last book: Extreme Financial Risks and Asset Allocation (with Olivier Le Courtois), London, Imperial College Press, Series in Quantitative Finance, 2014.
Publications
Publications
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The representations of chance and the financial crisis of 2008: the chance that killsAnne Duprat; Alison James. Figures of Chance II: Chance in Theory and Practice, Routledge, pp.222-227, 2024, 9781032358659 |
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Limitations of conventional private green finance industry and strategiesJohannes Jäger; Ewa Dziwok. Understanding Green Finance. A Critical Assessment and Alternative Perspectives, Edward Elgar Publishing, pp.46-57, 2024, Economics_2024, 978 1 80392 754 1. ⟨10.4337/9781803927558.00011⟩ |
Conventional Approaches to Private Green Finance and their LimitsUnderstanding Green Finance, 2024, 978 1 80392 754 1 |
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Le jeu avec le « je » : un point aveugle des sciences de gestion ?Un regard critique sur la gestion avec l'œil de Georges Bataille, EMS Editions, 2023, 978-2-37687-764-6. ⟨10.3917/ems.demar.2023.01.0243⟩ |
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Financial Black Swans: Unpredictable Threat or Descriptive Illusion?Denise Jodelet; Jorge Vala; Ewa Drozda-Senkowska. Societies Under Threat. A Pluri-Disciplinary Approach, 3, Springer International Publishing, pp.173-186, 2020, Frontiers in Sociology and Social Research, 978-3-030-39317-5. ⟨10.1007/978-3-030-39315-1_14⟩ |
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The leptokurtic crisis and the discontinuous turn in financial modellingIsabelle Chambost; Marc Lenglet; Yamina Tadjeddine. The Making of Finance. Perspectives from the Social Sciences, Routledge, 2018, 9781351016117. ⟨10.4324/9781351016117-10⟩ |
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Research Habits in Financial Modelling: The Case of Non-normality of Market Returns in the 1970s and the 1980sMethods and Finance. Studies in Applied Philosophy, Epistemology and Rational Ethics, 34, Springer International Publishing, pp.73-93, 2017, Studies in Applied Philosophy, Epistemology and Rational Ethics, 978-3-319-49871-3. ⟨10.1007/978-3-319-49872-0_5⟩ |
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Philosophie de la finance : l’exemple de l’efficacité informationnelle d’un marchéGilles Campagnolo; Jean-Sébastien Gharbi. Philosophie économique. Un état des lieux, Éditions Matériologiques, pp.579-626, 2017, E-conomiques, 9782373610574. ⟨10.3917/edmat.campa.2017.01.0579⟩ |
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The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot ProgramFrançois Longin. Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, 1, John Wiley and Sons, 2016, 9781118650196. ⟨10.1002/9781118650318.ch3⟩ |
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Lévy Processes and Extreme Value TheoryFrançois Longin. Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, 1, John Wiley and Sons, 2016, 9781118650196. ⟨10.1002/9781118650318.ch8⟩ |
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Benoit Mandelbrot in financeMichael Frame (Editor), Nathan Cohen (Editor). Benoit Mandelbrot. A Life in Many Dimensions, 1, WORLD SCIENTIFIC, pp.459-469, 2015, Fractals and Dynamics in Mathematics, Science, and the Arts: Theory and Applications, ⟨10.1142/9789814366076_0021⟩ |
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IAS 39 et la martingalisation des marchés financiersChristian Walter. Nouvelles normes financières. S'organiser face à la crise, Springer Paris, pp.97-123, 2010, 978-2-8178-0069-1. ⟨10.1007/978-2-8178-0070-7_6⟩ |
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Le phénomène leptokurtiqueChristian Walter. Nouvelles normes financières. S'organiser face à la crise, Springer Paris, pp.59-77, 2010, 978-2-8178-0069-1. ⟨10.1007/978-2-8178-0070-7_4⟩ |
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Research of Scaling Law on Stock Market VariationsPatrice Abry (Editor), Paolo Goncalves (Editor), Jacques Levy Vehel (Editor). Scaling, Fractals and Wavelets, Wiley-ISTE, 2009, Digital Signal and Image Processing Series, 978-1-848-21072-1 |
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Le virus brownien et la déroute des professionnels en financeJean-Louis Chambon. Repenser la planète finance. Regards croisés sur la crise financière, Eyrolles, pp.89-101, 2009, 978-2-212-54340-7 |
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La dictature des valeurs extrêmesHistoire des nombres, Tallandier, pp.237-245, 2007, 9782847344226 |
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La spéculation boursière dans un monde non gaussienMarcel Drach. L'argent. Croyance, mesure, spéculation, La Découverte, pp.147-165, 2004, 9782707143129. ⟨10.3917/dec.drach.2004.01.0147⟩ |
The incorporation of Pareto’s Law into financial modelling: the 1962 turn50th Annual Meeting of the History of Economics Society, History of Economics Society, Jun 2023, Vancouver, Canada |
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Performance ConcentrationAFIR-ERM (Financial Risks and ERM) 2005 Colloquium, International Actuarial Association, Sep 2005, Zurich (CH), Switzerland |
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Searching for scaling laws in distributional properties of price variations: a review over 40 yearsAFIR-ERM (Financial Risks and ERM) 2001 Colloquium, International Actuarial Association, Sep 2001, Toronto ( CA ), Canada |
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The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management IndustryEuropean Financial Management Association (EFMA) Annual Meeting, European Financial Management Association, Jun 2001, Lugano, Switzerland |
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Generalized Market Equilibrium: "Stable" CAPMAFFI - International Conference of Finance, Jun 1995, Bordeaux, France |
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Le modèle de marche au hasard en financeEconomica, 2013, Assurance Audit Actuariat, 978-2-7178-6070-2 |
Nouvelles normes financières. S'organiser face à la criseSpringer, pp.250, 2010 |
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Le virus B. Crise financière et mathématiquesSeuil, pp.128, 2009 |
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Critique de la valeur fondamentaleSpringer, pp.200, 2007 |
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Les Marchés fractalsPuf, 192 p., 2002, Finance, 978-2-13-050710-9 |
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Hasard, finance et histoireEconomies et finances. Université d'Orléans, 2004 |
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DEA d'économie appliquée. Filière Entreprise et finance internationale. 1. Le portefeuille optimal et l'allocation stratégique d'actifsMaster. Sciences Po - Paris, France. 2004, pp.19 |
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Laurent Gagnebin : Simone de Beauvoir ou le refus de l’indifférence2023, ⟨10.58079/qwsh⟩ |