FINA 6339 — Quantitative Portfolio Management

3 semester hoursGraduateLectureusually offered: fall, springtypical days: TBostonTraditional

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.

Prerequisites

Offering history

TermSectionsEnrolledCapacityFullOpen seats/section
Fall 20231103628%26.0
Spring 20241134529%32.0
Summer A 20241103529%25.0
Fall 20241374093%3.0
Spring 20251144035%26.0
Fall 20251194048%21.0
Spring 20261304075%10.0

Snapshots from scheduled scrapes — not live seat availability. "Full" can exceed 100% when sections over-enroll.

Meeting times

Share of recent sections by weekday: M 22% · T 56% · W 44% · Th 15% · F 0%

Common patterns: T (48% of sections), W (23% of sections), MW (14% of sections), MWR (8% of sections), TR (8% of sections) — in patterns, R means Thursday

Professors

Fall

Spring

Summer A

Percentages are each professor's average share of the season's enrolled students in recent terms.

Unlocks

FINA 6361

Courses that list FINA 6339 in their prerequisites.

Links

Official catalog (FINA course descriptions) · Student reviews on RateMyHusky · All FINA courses · Plan it at numap.app