Dr. Marc Weibel

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

• Bachelier Society
• European Finance Association

ORCID digital identifier

ORCID ID: 0000-0002-0819-9224

Social media

Linkedin

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., Bohn, J. R., Orpiszewski, T., Iwata, T., & Thompson, M. J. (2026). ESG integration in multi-asset portfolios : the trade-off between sustainability and factor stability. The Journal of Portfolio Management. https://doi.org/10.3905/jpm.2026.1.827
• Weibel, M., & Iwata, T. (2026). A factor-tilt approach to ESG investing. Journal of Sustainable Finance & Investment. https://doi.org/10.1080/20430795.2026.2627897

Written conference contributions, peer-reviewed

• Weibel, M. (2024, September 11). A factor-tilt approach to ESG investing. 29th International Conference on Forecasting Financial Markets, Oxford, United Kingdom, 11-13 September 2024.
• Weibel, M. (2024, June 30). Enhancing portfolio optimization : an ADMM approach with embedded splitting for scenario-based model predictive control. 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. https://www.handelszeitung.ch/specials/anlegen-2024/datenqualitat-bleibt-in-zukunft-wichtig-766414
• Iwata, T., & Weibel, M. (2024). Enhancing equity factor model with publicly reported ESG data. The Journal of Impact and ESG Investing, 5(1), 122–147. https://doi.org/10.3905/jesg.2024.1.107
• Meier, P., Stoz, J., & Weibel, M. (2015). Portfolio risk management commentary : diversifying fat tails away. Investment & Pensions Europe, 2015(Januar), 64. https://www.ipe.com/investment/briefing-investment/portfolio-risk-management-commentary-diversifying-fat-tails-away/10006177.article
• Ruckstuhl, A., Weibel, M., & Meier, P. (2013). Risk & portfolio construction : from sub-optimal to optimal. Investment & Pensions Europe. 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. 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 [Conference presentation]. 11th World Congress of the Bachelier Finance Society : Book of Abstracts, 130–131. http://www.bacheliercongress.com/2022/~bfs2020/pdf/programme/BFS2022_Book_of_Abstracts.pdf

Publications before appointment at the ZHAW

10th World Congress of the Bachelier Finance Society - A Fast Optimal Control Algorithm for Multi-Period Portfolio Optimization

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