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
Showing 1–4 of 4 · filtered from 100Clear filters
- 036You can overweight one of two sectors by 3 points: private banks with 16% loan growth, 16% return on equity and 2.6 times book, or specialty chemicals with 22% earnings growth, 18% return on equity, 38 times earnings and 15% of downgrades over three years. Which, and what would change your mind?Wellington ManagementHong Kong · 2022Wellington ManagementHong Kong · 2022
- 056A new foundation has Rs 100 crore, spends 4.5% a year, faces 5% inflation and 0.5% costs. Build an allocation from a capital market assumptions table and show the chance of falling short over ten years.SchrodersLondon · 2023
- 069A balanced fund's CIO wants a 5 point equity overweight against a 60/40 benchmark. Equities have 18% volatility, bonds 6%, correlation 0.1, and the tracking error budget is 2%. How much of the budget does the tilt use, and what information ratio does it need to be worth it?Multi-assetAsset allocation
- 081A trust running a 60/40 portfolio has Rs 10 crore more to invest. Gold, mid caps, corporate bonds or international equity: which addition raises the portfolio's Sharpe ratio most?Northern TrustChicago · 2025
Company names and figures are illustrative.