FINA6339 (Quantitative Portfolio Management) course reviews and ratings at Northeastern (NEU). Average rating 5.0/5. Compare professors with RateMyProfessor reviews.
Offers an introduction to portfolio management with a focus on quantitative methods. Major topics include portfolio construction, revision, and performance measurement. 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. Also covers quantitative approaches to manage specific sources of risk. Students employ historical data to construct backtests to assess the performance of various portfolio strategies.This course is only available to students who matriculated in a Northeastern program prior to Fall 2026 that requires completion of this course.
Data updated October 2026.