This elective’s focus is on optimization techniques through the development of an appropriate mathematical framework as well as their applications in portfolio management. The course will have a particular emphasis in convex optimization and practical pitfalls in application. Students will solve both mathematical problems in the area as well as implement solutions with real market data. The elective will conclude with a group project where students will work with market data and analyze implementations of drawdown and conditional value-at-risk optimizations with equity returns under turnover constraints.