Body of Knowledge

Quantitative Portfolio Management

The module "Quantitative Portfolio Management" covers:
- the financial aspects of portfolio management (risk-return trade-off, optimal execution, dynamic rebalancing, performance attribution, etc...)
- the mathematical aspects of portfolio construction (optimization, views processing, etc...).
This module covers the above topics in a unified framework across the financial industry: asset management, banking, and insurance. This modules addresses both portfolio construction for funds (asset management) as well as business allocations for enterprises (banking and insurance).