MFIN 8803 Quantitative Portfolio Management
This course provides a detailed introduction to quantitative portfolio management techniques. After a review of basic investment theory and statistical methods, we will concentrate our class discussion on the following issues: mean-variance portfolio construction methods in theory and in practice and the role for active quantitative portfolio managementSTEM-designated
Course overview
- Department
- Finance
- School
- CSOM
- Credits
- 3
- Level
- Graduate
- Offered
- Every Fall, Every Spring, Every Summer
Catalog details
- Prerequisites
- MFIN8801
Course evaluations
- Course rating
- 4.31 / 5 · Very Good
- Instructor rating
- 4.42 / 5 · Very Good
- Terms evaluated
- 8
| Term | Instructor | Course overall | Instructor overall | Well organized | Clear learning objectives | Intellectually challenging | Helpful assignments | Applicable beyond course | Attendance necessary | Weekly effort | Responses |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Spring 2026 | Bozidar Jovanovic | 4.1 | 4.1 | 4.2 | 4.4 | 4.6 | 4.6 | 4.5 | 4.2 | 4–6 hrs/week | 34 of 41 |
| Spring 2026 | Matteo Leombroni | 4.7 | 4.8 | 4.8 | 4.8 | 4.8 | 4.8 | 4.8 | 4.7 | 4–6 hrs/week | 34 of 41 |
| Spring 2025 | Matteo Leombroni | 4.3 | 4.5 | 4.2 | 4.3 | 4.6 | 4.6 | 4.6 | 4.5 | 4–6 hrs/week | 73 of 79 |
| Spring 2024 | Matteo Leombroni | 4.2 | 4.5 | 4.0 | 4.1 | 4.2 | 4.7 | 4.5 | 4.7 | 1–3 hrs/week | 44 of 52 |
| Spring 2023 | Arie Dahan | 4.2 | 4.1 | 4.5 | 4.6 | 4.6 | 4.5 | 4.4 | 4.4 | 4–6 hrs/week | 53 of 60 |
| Fall 2022 | Arie Dahan | 4.0 | 4.0 | 4.4 | 4.5 | 4.6 | 4.6 | 4.4 | 4.4 | 4–6 hrs/week | 22 of 29 |
| Summer 2022 | Arie Dahan | 4.6 | 4.6 | 5.0 | 4.7 | 4.7 | 4.9 | 4.8 | 4.4 | 7–9 hrs/week | 10 of 24 |
| Spring 2022 | Arie Dahan | 4.8 | 4.8 | 4.9 | 4.9 | 4.8 | 4.9 | 4.9 | 4.8 | 4–6 hrs/week | 46 of 80 |
| Fall 2021 | Arie Dahan | 4.1 | 4.3 | 4.5 | 4.3 | 4.4 | 4.7 | 4.6 | 4.8 | 4–6 hrs/week | 23 of 31 |
Data freshness
Instructors
Sections
- Section 01
- Section 02
- Section 01