This past summer, Liang Wu, PhD Graduate Student in the Applied and Computational Mathematics and Statistics (ACMS) Department, worked as a Quantitative Analyst Intern in the Quantitative Investment Department at Guotai Junan Securities Asset Management Ltd., Co. in Shanghai, China. Liang realized a numerical method for mean-variance optimization with range constraints for long-only portfolios. Using that, Liang analyzed optimal weights and forecasted the returns of long-only portfolios in the Chinese Stock Market. Liang credits the ACMS PhD program for providing him with the solid background and rich hands-on experience in numerical analysis and algorithm to solve the problem. More importantly, the capability of independent research and the experience of collaborative work he has gained through the ACMS PhD program has helped Liang to succeed and learn new knowledge efficiently and to be able to contribute as a team player in a short time.