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 11–14 of 14 · filtered from 100Clear filters
  1. 070Prepare a full pitch on a specialty chemicals maker doubling capacity from 40,000 to 80,000 tonnes over three years for Rs 1,200 crore at EBITDA of Rs 45,000 a tonne. Value it at 18 times year-three earnings against today's price and identify the assumption you must defend.Stock pitch and thesis defenceHardWellington ManagementBoston · 2024
  2. 071The market values a refiner at 5 times current EBITDA, earned at a refining margin of 12 dollars a barrel. Your variant view uses a mid-cycle margin of 7 dollars. Work out EBITDA at both margins and defend the multiple you would apply.Company analysis and valuationHardFranklin TempletonSan Mateo · 2024Franklin TempletonSan Mateo · 2024
  3. 094A provident fund trust must allocate Rs 800 crore across six funds to earn 9.5% a year with no more than a 12% loss in a bad year at 95% confidence. Find an allocation that meets both targets, then test it.Strategic and tactical allocationHardMSCIRemote · 2013
  4. 096A bank treasury held Rs 1,500 crore of government bonds with a modified duration of 8 and lost about Rs 180 crore when yields rose 150 basis points. Its PV01 limit was Rs 50 lakh against an actual Rs 1.2 crore. Work out the loss and explain what failed.Risk management and limit breachesHardSchrodersNew York · 2020

Company names and figures are illustrative.