Portfolio Management case studies, worked step by step

Cases
100
Traced to a firm
50
Topics
13
Hard
30
Topic
All topicsStock pitch and thesis defence11Fixed income, credit and LDI11Strategic and tactical allocation7Factor investing and quant6Company analysis and valuation7Performance evaluation and manager selection7Client mandates and IPS8Risk management and limit breaches8Rebalancing, implementation and costs7Real assets and private markets8Portfolio construction and optimisation7Macro and multi-asset scenarios7Asset management business and products6
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 1–10 of 20 · filtered from 100Clear filters
  1. 001Garudvahan Aerospace has eight years of orders, but production problems have cut deliveries by 20% and it carries net debt. Is it a good investment? Give a two-line thesis on the spot.Stock pitch and thesis defenceWarm upSchrodersNew York · 2025
  2. 003A family office asks: if you had to put Rs 1 lakh into one asset for ten years, which would it be? Build the expected return for bonds, equities, gold and a REIT from building blocks and choose.Strategic and tactical allocationWarm upInvescoDallas · 2023
  3. 004A low volatility index has a beta of 0.7. In a year the market returns 25% with cash at 6%, what does CAPM expect from it, and why do low volatility investors accept that?Factor investing and quantWarm upFactor investingSystematic investing
  4. 005Rapid fire on a cement company: from its share price, share count, net debt, EBITDA, capacity and the cost of a new plant, give its enterprise value, EV to EBITDA, EV per tonne, and say whether it is cheaper to buy or to build.Company analysis and valuationWarm upFidelity InvestmentsToronto · 2024
  5. 006A portfolio manager runs ten accounts in one strategy and advertises the best three, which averaged 24%. All ten averaged 13% against a 14% benchmark. What should a fair composite show, and why?Performance evaluation and manager selectionWarm upPerformance analysisIndian wealth management
  6. 026A client can buy a 10-year government bond at 7.1% or an inflation-indexed bond at a 2.4% real yield. What inflation rate makes them equal, and which does better on Rs 50 lakh if inflation averages 4% or 6%?Fixed income, credit and LDIWarm upFixed incomeWealth management
  7. 028A risk parity fund holds equities with 18% volatility and bonds with 5%, uncorrelated. What weights equalise their risk, what volatility results, and how much leverage reaches a 10% target?Portfolio construction and optimisationWarm upMulti-assetSystematic investing
  8. 029A long-short fund is long Rs 100 crore of stocks with a beta of 1.3 and shorts a basket with a beta of 0.9. How large must the short be for beta neutrality, and what net money exposure results?Factor investing and quantWarm upHedge fundsQuantitative asset management
  9. 030Three unlabelled companies: X has an 85% gross margin and spends 20% of revenue on research; Y has a 22% gross margin and 90 days of inventory; Z has a 55% EBITDA margin, depreciation at 20% of revenue and heavy interest. Which industries are they in?Company analysis and valuationWarm upT. Rowe PriceBaltimore · 2022
  10. 031A family trust holds 10% of Rs 50 crore in gold. If real yields rise 1 point and gold falls an assumed 12% per point, what does the trust lose, and what role should gold play?Macro and multi-asset scenariosWarm upMulti-assetWealth management

Company names and figures are illustrative.