Mutual Fund Mastery case studies, worked step by step

Cases
100
Traced to a firm
31
Topics
14
Hard
32
Topic
All topicsEquity research and stock pitches15Fund selection and due diligence9Debt fund credit decisions8Client portfolios and goal planning9Index funds, ETFs and passive6AMC and distribution economics6Performance review and attribution6Duration and rates positioning6Liquidity, redemptions and stress7Scheme design and product strategy7Compliance, risk limits and conduct6Valuing listed securities: IPOs, DCF and REITs5NAV operations and operational risk5Retirement, withdrawals and life events5
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 31–32 of 32 · filtered from 100Clear filters
  1. 098Formulate the portfolio optimisation for a 40-stock fund: maximise expected return minus a risk penalty, with no stock above 10%, no sector above 30% and one-way turnover under 15% a month. Solve a four-stock version by hand and show which constraint binds.Compliance, risk limits and conductHardBlackRockNew York · 2025
  2. 099A Rs 5,000 crore equity fund holding 3% cash sees net outflows of 12% in a month while the market falls 25%. Show the forced selling, the impact cost on the least liquid third, and how index futures could have bridged the gap.Liquidity, redemptions and stressHardRisk and complianceFixed income desks

Company names and figures are illustrative.