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 11–20 of 20 · filtered from 100Clear filters
  1. 051A client needs Rs 20 lakh a year for the next five years. Using a zero-coupon yield curve, what does a bond ladder that meets the need cost today, and which risks does it remove?Fixed income, credit and LDIWarm upFixed incomeIndian wealth management
  2. 052A client's 70/30 portfolio has just lost ground after a 22% fall in equities, and he calls to sell everything. What are his weights now, what does his policy say to do, and what would selling lock in?Client mandates and IPSWarm upMorgan StanleyBoca Raton · 2026
  3. 053A stock in a Rs 2,000 crore flexi cap fund has rallied from 8% to 12% of the fund, above its 10% single-stock limit. How much must be sold to bring it to 9.5%, what does the sale cost, and what must the fund confirm about the rule?Portfolio construction and optimisationWarm upIndian asset managementMutual funds
  4. 054A portfolio manager runs Rs 500 crore with a soft stop at minus 5%, where risk is halved, and a hard stop at minus 10%. The book is down 7%. What return recovers the loss, and how does halving risk change the time it takes?Risk management and limit breachesWarm upRisk managementHedge funds
  5. 055An investor will put Rs 25,000 a month into the index for ten years. Compare an ETF with a low fee but brokerage, a spread and a demat account against an index fund with a higher fee. Which costs less, and when does the answer flip?Rebalancing, implementation and costsWarm upVanguardMalvern · 2026VanguardMalvern · 2026
  6. 076Give me a two-minute pitch on Rangrez Paints: one thesis, one catalyst, one risk.Stock pitch and thesis defenceWarm upNorthern TrustChicago · 2022
  7. 077A client's risk questionnaire scores her aggressive, but she needs most of her money for a flat in two years. How do you set her allocation?Client mandates and IPSWarm upWealth managementIndian wealth management
  8. 078An active large cap fund charges 1.8% and is expected to deliver 2.0% of gross alpha with 5% tracking error; an index fund charges 0.2%. What is the chance the active fund beats the index fund in one year, and over ten?Performance evaluation and manager selectionWarm upFund selectionMutual funds
  9. 079An index fund receives Rs 200 crore at 3 pm and cannot buy the stocks until tomorrow. How many index futures lots equitise the cash, and what does it cost?Rebalancing, implementation and costsWarm upPortfolio implementationMutual funds
  10. 080An asset manager's assets rise 20% but it cuts its fee by 5 basis points. What happens to its profit, and why does it move so much?Asset management business and productsWarm upAsset managementIndian asset management

Company names and figures are illustrative.