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 1–4 of 4 · filtered from 100Clear filters
  1. 012The central bank cuts rates by 50 basis points. A fund holds Rs 300 crore of bonds at duration 5, where yields fall 40 basis points, and Rs 500 crore of equities at 20 times earnings with 6% growth, where the cost of equity falls 25 basis points. Estimate the gain on each.Macro and multi-asset scenariosCorePIMCOLos Angeles · 2024
  2. 044The rupee falls 8%. A global allocation fund has Rs 1,000 crore: 25% unhedged US equity, 20% domestic IT exporters whose earnings rise 6% for an 8% fall, 15% oil-importing sectors that fall 5%, and 40% domestic bonds. Estimate the net effect.Macro and multi-asset scenariosCoreGlobal investingMulti-asset
  3. 060A multi-asset fund faces four regimes, growth up or down and inflation up or down, with asset returns and a probability for each. Build risk-balanced weights and compare them with betting everything on the most likely regime.Macro and multi-asset scenariosCoreMacroMulti-asset
  4. 086Oil falls 40%. For a pegged oil exporter, trace the effect on the budget, the currency, interest rates and the yield curve, then position a foreign bond portfolio.Macro and multi-asset scenariosCoreState StreetBoston · 2020

Company names and figures are illustrative.