This course is a practical introduction to quantitative techniques for institutional portfolio management. In particular, we will cover such things as portfolio construction and optimization, active portfolio management and forecasting, as well as risk measurement and the budgeting of risk in portfolio management, with a particular focus on models and techniques that are prevalent in modern institutional investment management. While the course is intended to be technical in nature, the focus will generally be on applications and implementations of models in the R language as opposed to theoretical considerations and derivations.