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 1–2 of 2 · filtered from 100Clear filters
  1. 011A long-only equity manager wants an ESG thesis. Excluding three sectors that make up 14% of the benchmark creates how much tracking error, and how does that compare with a best-in-class tilt targeting 1%? Recommend one.Portfolio construction and optimisationCoreNeuberger BermanNew York · 2025
  2. 082A welfare board puts 70% in an index core and 30% in active satellites. What are the portfolio's expected net alpha and tracking error, and what must the satellites earn to justify themselves?Portfolio construction and optimisationCoreInstitutional asset managementFund selection

Company names and figures are illustrative.