Dr. Marc Weibel

Dr. Marc Weibel
ZHAW
School of Management and Law
Fachstelle für Financial Data Science und Ökonometrie
Technoparkstrasse 2
8400 Winterthur
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