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. 073The central bank hikes 100 basis points when 25 was expected. Two-year yields rise 80 basis points, ten-year yields 30, the currency 3% and equities fall 6%. How would a macro fund have expressed the view in advance, and how would it size the trade on Rs 500 crore at an 8% volatility target?Macro and multi-asset scenariosHardMacroHedge funds
  2. 099The 10-year minus 3-month yield gap turns to minus 40 basis points. In 6 of 8 past inversions a recession followed within 18 months; equities rose 12% on average over the 11 months after inversion, then fell 25%. Should a multi-asset fund de-risk now or wait? Compare the expected outcomes.Macro and multi-asset scenariosHardMacroMulti-asset

Company names and figures are illustrative.