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 11–13 of 13 · filtered from 100Clear filters
  1. 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
  2. 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
  3. 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.