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
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
Social media
Projects
- Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Team member / Project ongoing
- Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / Project co-leader / Project ongoing
- Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Team member / Project completed
- Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Team member / Project completed
- Algorithmic Contract Types Unified Standards / Team member / Project completed
Publications
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Weibel, Marc,
2024.
In:
33rd European Conference on Operational Research (EURO), Copenhagen, Denmark, 30 June - 3 July 2024.
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Meier, Peter; Stoz, Jann; Weibel, Marc,
2015.
Portfolio risk management commentary : diversifying fat tails away.
Investment & Pensions Europe.
2015(Januar), pp. 64.
Available from: https://www.ipe.com/investment/briefing-investment/portfolio-risk-management-commentary-diversifying-fat-tails-away/10006177.article
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Ruckstuhl, Andreas; Weibel, Marc; Meier, Peter,
2013.
Risk & portfolio construction : from sub-optimal to optimal.
Investment & Pensions Europe.
Available from: https://www.ipe.com/risk-and-portfolio-construction-from-sub-optimal-to-optimal/53189.article
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Weibel, Marc,
2023.
Scenario-based optimal control for multi-period portfolio optimization.
In:
Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023.
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Weibel, Marc,
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.
11th World Congress of the Bachelier Finance Society, Hong Kong, China, 13-17 June 2022.
pp. 130-131.
Available from: http://www.bacheliercongress.com/2022/~bfs2020/pdf/programme/BFS2022_Book_of_Abstracts.pdf