"A reference to Aristotle and Leibniz has long ceased to be required in serious books", said Benoit Mandelbrot, father of fractal geometry. A reference to Nietzsche could increasingly become a requirement in economics books. The purpose of this work is to highlight the epistemological proximity between Nietzsche's and the underlying philosophical principles of fractal geometry. This work also aims to find the end of this philosophical continuity, finding an important divergence in their different approach to risk.