This course is about the theory and practice of science-based investing. It is intended for students who are either already working in the field of investments or plan to become professional investment advisers or portfolio managers. It focuses on building quantitative decision models for individual investors, investment firms, and pension funds. Subjects covered include the framing and quantitative modeling of lifecycle saving, investing, and risk-management decisions, and the design, production, and pricing of structured investment contracts to achieve targeted objectives.