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 13 · filtered from 100Clear filters
  1. 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
  2. 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
  3. 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
  4. 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
  5. 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
  6. 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
  7. 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
  8. 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
  9. 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
  10. 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

Company names and figures are illustrative.