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 1–3 of 3 · filtered from 100Clear filters
  1. 009A Rs 500 crore hybrid fund targets 65/35 and has drifted to 69/31. Trading costs 30 basis points each way. Compare a full rebalance with trading back only to the 67/33 band edge, in cost and in risk.Rebalancing, implementation and costsCoreMan GroupBoston · 2022
  2. 037A provident fund is moving Rs 1,500 crore from a terminated manager to a new one. Holdings overlap 60%, the rest costs 25 basis points each way, and a cash move leaves the money out of the market for five days at 18% volatility. Compare an in-kind and a cash transition.Rebalancing, implementation and costsCoreInstitutional asset managementPortfolio implementation
  3. 068A couple's Rs 4 crore portfolio has drifted to 75/25 against a 60/40 target after a rally. Compare selling equity now, with tax as a framework to confirm, against sending Rs 2 lakh a month of new savings to debt. How long does the second route take?Rebalancing, implementation and costsCoreWealth managementIndian wealth management

Company names and figures are illustrative.