ELEC3180 - Data-Driven Portfolio Optimization (UG Program)

Explores Markowitz portfolio theory and modern extensions — robust optimization, risk parity, sparse index tracking, and alternative risk measures — with strong emphasis on Python programming. [Syllabus]

Uses the dedicated textbook Portfolio Optimization: Theory and Application (Cambridge University Press, 2025).

The Hong Kong University of Science and Technology (HKUST)
Spring 2025-26
Prof. Daniel P. Palomar