Eschewing a more theoretical approach, this text provides a practical introduction to basic portfolio optimization models. It focuses on Markowitz mean-variance portfolio optimization. The first chapters include coverage on the derivation of the classical unconstrained efficient frontier, the capital market line, Sharpe ratios, and implied risk-free rates. The author then discusses quadratic and parametric quadratic programming, which is used to implement the theory in practice. MATLAB ® is included throughout the text in various realistic examples and then employed in the presented problem sets to help with calculations.