I'd like to publish an other solution of Michael Kappert who just
sent me a mail. It works too quite well.

(defclass super () ((f :accessor f :initform "foo")))
(defclass sub (super) ((f :accessor f :initform "bar")))

(defmethod initialize-instance ((c super) &rest args)
  (let* ((x (call-next-method))
         (cpl (clos:class-precedence-list (class-of c)))
         (initval))
    (dolist (sc cpl)
          (dolist (slot (clos:class-direct-slots sc))
            (if (eq 'f (clos:slot-definition-name slot))
                (push (clos:slot-definition-initform slot) initval))))
    (setf (slot-value x 'f) initval)
    x))

(f (make-instance 'sub))

==> ("foo" "bar")

(defclass sub1 (sub) ())
(defclass sub2 (sub1) ((f :accessor f :initform "baz")))
(f (make-instance 'sub2))

==> ("foo" "bar" "baz")

Thank you all for your help!

Marc Dzaebel