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. 019A private equity fund called Rs 30, 30 and 25 crore in years 0 to 2, distributed Rs 40, 60 and 70 crore in years 4 to 6, and holds Rs 20 crore of NAV at year 6. Compute TVPI, DPI, IRR and a public market equivalent, and judge the fund.Performance evaluation and manager selectionHardNeuberger BermanLondon · 2022
  2. 047A star manager has beaten the benchmark by 4% a year for seven years with 6.7% tracking error. After adjusting for size and momentum, alpha is 1.3% with 6.5% residual risk. Is it skill, and do you keep, cut or replace the fund?Performance evaluation and manager selectionHardFund selectionFactor investing

Company names and figures are illustrative.