Hedge Funds case studies, worked step by step

Cases
100
Traced to a firm
31
Topics
13
Hard
30
Topic
All topicsCredit, distressed and capital structure7Earnings, models and KPIs8Event-driven and merger arbitrage7Fund economics, NAV and LP decisions8Global macro trades7Long pitches and valuation14Manager evaluation and attribution7Pairs and relative value5Portfolio construction and sizing7Risk limits and drawdowns7Short selling6Systematic research and data11Volatility, options and convertibles6
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 1–2 of 2 · filtered from 100Clear filters
  1. 058Ravira Holdings owns 40% of listed Ravira Motors, worth Rs 20,000 crore in total, has net debt of Rs 500 crore and no other assets, and a market value of Rs 5,000 crore. What is the holding company discount, and how would you trade it?Pairs and relative valueWarm upLong-short equity fundsMulti-manager platforms
  2. 083You are long Rs 10 crore of Menvik Steel (beta 1.3) and short Rs 10 crore of Irvanta Steel (beta 0.9). The market falls 10% and both stocks move exactly with their betas. What is your P&L, and how should you have sized the short?Pairs and relative valueWarm upLong-short equity fundsMulti-manager platforms

Company names and figures are illustrative.