Dr. Marc Weibel
Dr. Marc Weibel
ZHAW
School of Management and Law
Fachstelle für Financial Data Science und Ökonometrie
Gertrudstrasse 8
8400 Winterthur
Work at ZHAW
Position
Lecturer for Advanced Quantitative Methods
Focus
Portfolio & Risikomanagement, Trading, Machine Learning, Datenanalyse und R- und Python-Programmierung
Teaching
- Lecturer in Data Science
- Lecturer in Quantitative Methods
Professional development teaching
CAS Machine Learning for Advanced Portfolio and Risk Management
Experience
- Senior Lecturer in Data Sciences and Quantitative Methods
ZHAW
08 / 2021 - today - Chief Investment Officer
ENISO Partners AG
09 / 2017 - 11 / 2022 - Senior Lecturer in Financial Mathematics
ZHAW
01 / 2010 - 07 / 2017
Education and Continuing education
Education
- PhD in Mathematics / Financial Mathematics
University of Technology Sydney
06 / 2016 - 11 / 2019 - Advanced Certificate in Portfolio and Risk Management / Quantitative Finance
Symmys
08 / 2012 - 11 / 2012 - Master of Advanced Studies in Economics and Finance / Quantitative Finance
University of Geneva
09 / 2002 - 07 / 2004 - Master in Economics / Economics and Finance
University of Neuchâtel
09 / 1997 - 07 / 2001
Network
Membership of networks
ORCID digital identifier
Social media
Projects
- Trust but Verify: AI-Driven Deep Verification of ESG Controversies via RAG Pipelines / Deputy project leader / ongoing
- Adaptive AI-Driven Platform for Enhanced P2P Lending Decisions / Project leader / completed
- Liquid Instruments-Based Replication of Financial Indices / Project leader / completed
- Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Team member / completed
- Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / Co-project leader / completed
- Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Team member / completed
- Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Team member / completed
- Algorithmic Contract Types Unified Standards / Team member / completed
- Risk- and Finance-Lab / Team member / completed
Publications
Articles in scientific journal, peer-reviewed
- Weibel, M. et al. (2026) ‘ESG integration in multi-asset portfolios : the trade-off between sustainability and factor stability’, The Journal of Portfolio Management, 52(6), pp. 123–155. doi: 10.3905/jpm.2026.1.827.
- Weibel, M. and Iwata, T. (2026) ‘A factor-tilt approach to ESG investing’, Journal of Sustainable Finance & Investment. doi: 10.1080/20430795.2026.2627897.
Written conference contributions, peer-reviewed
- Weibel, M. (2024) ‘A factor-tilt approach to ESG investing’, in 29th International Conference on Forecasting Financial Markets, Oxford, United Kingdom, 11-13 September 2024.
- Weibel, M. (2024) ‘Enhancing portfolio optimization : an ADMM approach with embedded splitting for scenario-based model predictive control’, in 33rd European Conference on Operational Research (EURO), Copenhagen, Denmark, 30 June - 3 July 2024.
Other publications
- Weibel, M. (2024) ‘Datenqualität bleibt in Zukunft wichtig’, Handelszeitung. Available at: https://www.handelszeitung.ch/specials/anlegen-2024/datenqualitat-bleibt-in-zukunft-wichtig-766414.
- Iwata, T. and Weibel, M. (2024) ‘Enhancing equity factor model with publicly reported ESG data’, The Journal of Impact and ESG Investing, 5(1), pp. 122–147. doi: 10.3905/jesg.2024.1.107.
- Meier, P., Stoz, J. and Weibel, M. (2015) ‘Portfolio risk management commentary : diversifying fat tails away’, Investment & Pensions Europe, 2015(Januar), p. 64. Available at: https://www.ipe.com/investment/briefing-investment/portfolio-risk-management-commentary-diversifying-fat-tails-away/10006177.article.
- Ruckstuhl, A., Weibel, M. and Meier, P. (2013) ‘Risk & portfolio construction : from sub-optimal to optimal’, Investment & Pensions Europe. Available at: https://www.ipe.com/risk-and-portfolio-construction-from-sub-optimal-to-optimal/53189.article.
Oral conference contributions and abstracts
- Weibel, M. (2023) ‘Scenario-based optimal control for multi-period portfolio optimization’, in Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023.
- Weibel, M. (2022) ‘Beyond smart beta : a dynamic statistical risk budgeting approach in portfolio construction’, in 11th World Congress of the Bachelier Finance Society : Book of Abstracts, pp. 130–131. Available at: http://www.bacheliercongress.com/2022/~bfs2020/pdf/programme/BFS2022_Book_of_Abstracts.pdf.