Short course description
Teaching plan 2025
Schedule
Exercises
Course literature: Risk and Portfolio Analysis: Principles and Methods, Springer Series in Operations Research and Financial Engineering, by H. Hult, F. Lindskog, O. Hammarlid, and C. J. Rehn. ISBN 978-1-4614-4102-1. (Some additional information like a pdf with known errors and related R-code can be found here.)
Information about Quizzes
Examination details
Exam 22.10.25
Rexam 15.12.25
Previous exams can be found under Files / Old exams.
Examiner and lecturer: Kevin Schnelli
Teaching assistant: Hanqing Xiang, email: hanqingx@kth.se
AI policy SF2942
Questions concerning registration for the course and other administrative matters should be addressed to the student affairs office. The homepage for the student affairs office can be reached via the following links:
Swedish
English
Support for students with disabilities:

Students with disabilities may have the right to certain compensatory support for example during examination. KTH has coordinators for students with disabilities, Funka, who deal with issues relating to disabilities. You should turn to Funka at funka@kth.se for more information about support. For more information for this course, please read here.