Portfolio Management 5 credits

Financial actors and corporations increasingly seek professionals who can translate investment theory into actionable portfolio decisions. This course prepares you for a career as a portfolio and investment professional by teaching you how to integrate quantitative methods with market judgment. This builds your analytical and practical skills needed for portfolio construction, risk control, and performance evaluation in real-world investment settings. Further, the course equips you with tools and techniques for portfolio management, linking theory to real-market data and implementation. Throughout the course, you will progress from mean–variance portfolio choice to active–passive integration and view-based asset allocation. Core building blocks include asset and capital allocation. In labs, you will plot efficient investment frontiers, identify the global minimum-variance and tangency portfolios, and implement constraints. You will use spreadsheet software and/or a programming language for estimation, optimisation, and back testing. The course places particular emphasis on how investor risk preferences shape asset allocation, how environmental preferences are considered, how to evaluate and attribute portfolio performance, how to manage uncertainty in estimated inputs, and how to account for real-world frictions such as transaction costs and rebalancing. The course introduces you to essential portfolio management concepts and further cultivates your analytical insight and hands-on portfolio design skills.