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. 034Kithara Long-Short Fund runs Rs 105 crore of longs with an average beta of 1.1 and Rs 95 crore of shorts with an average beta of 1.3, on Rs 100 crore of capital. What are its gross, net and beta-adjusted net exposures, and what happens if the market falls 10%?Portfolio construction and sizingWarm upMulti-manager platformsLong-short equity funds
  2. 059Vetrin Partners starts a quarter with Rs 100 crore long and Rs 100 crore short on Rs 100 crore of capital. Longs rise 20% and shorts rise 30%. What are the new gross and net exposures, and what must the PM do to get back to target?Portfolio construction and sizingWarm upMulti-manager platformsLong-short equity funds

Company names and figures are illustrative.