This course offers an introduction to portfolio management with a focus on quantitative methods. Major topics include portfolio construction, revision and performance measurement. It examines portfolio construction using constrained mean-variance optimization, as well as performance evaluation using factor models such as the Fama-French three-factor model. Additional topics include the effects of diversification on risk reduction and the costs of inflation, taxes and transaction costs on management of fixed-income and equity security portfolios. The course also covers quantitative approaches to manage specific sources of risk. Students employ historical data to construct back tests to assess the performance of various portfolio strategies.