Dr. Marc Weibel

Personal profile

Position at the ZHAW

Lecturer in Data Science

www.zhaw.ch/de/sml/institute-zentren/iwa/

Educational background

2001 : Master in Economics, University of Neuchâtel
2004 : Master of Advanced Studies in Economics and Finance, University of Geneva
2012 : Advanced Certificate in Portfolio and Risk Management, Symmys

Projects

• 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
• Risk- and Finance-Lab / Team member / Project completed

Publications

• 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

• 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

• 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

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