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 21–30 of 50 · filtered from 100Clear filters
  1. 051A client needs Rs 20 lakh a year for the next five years. Using a zero-coupon yield curve, what does a bond ladder that meets the need cost today, and which risks does it remove?Fixed income, credit and LDIWarm upFixed incomeIndian wealth management
  2. 053A stock in a Rs 2,000 crore flexi cap fund has rallied from 8% to 12% of the fund, above its 10% single-stock limit. How much must be sold to bring it to 9.5%, what does the sale cost, and what must the fund confirm about the rule?Portfolio construction and optimisationWarm upIndian asset managementMutual funds
  3. 054A portfolio manager runs Rs 500 crore with a soft stop at minus 5%, where risk is halved, and a hard stop at minus 10%. The book is down 7%. What return recovers the loss, and how does halving risk change the time it takes?Risk management and limit breachesWarm upRisk managementHedge funds
  4. 060A multi-asset fund faces four regimes, growth up or down and inflation up or down, with asset returns and a probability for each. Build risk-balanced weights and compare them with betting everything on the most likely regime.Macro and multi-asset scenariosCoreMacroMulti-asset
  5. 062A value fund has beaten its benchmark by 3% a year, but its rolling value loading has fallen from 0.45 to minus 0.10 while its momentum loading rose from zero to 0.40. Is it still a value fund, what drove the returns, and what do you do?Factor investing and quantCoreFactor investingFund selection
  6. 063An equity fund lagged its benchmark by 1.1 points. Given sector weights and returns for the fund and the benchmark, split the gap into allocation and selection by sector and tell the story.Performance evaluation and manager selectionCorePerformance analysisFundamental asset management
  7. 064A gilt fund expects the 2s10s curve to steepen. Size a DV01-neutral steepener that buys Rs 100 crore of 2-year bonds (duration 1.87) against 10-year bonds (duration 7.0), and work out the P&L if the 2-year falls 20 basis points and the 10-year rises 20.Fixed income, credit and LDIHardFixed income
  8. 066Market weights of 70% large caps and 30% mid caps imply mid caps beat large caps by 1% a year. An analyst's view says 3%, held with the same confidence as the market prior. What blended spread results, and which way do the weights move?Portfolio construction and optimisationHardQuantitative asset managementMulti-asset
  9. 067A long-short fund runs 150% long and 50% short on Rs 400 crore of NAV. Its shorts are squeezed up 40% while its longs fall 5%. What does NAV lose, and what does that say about gross exposure?Risk management and limit breachesCoreHedge fundsRisk management
  10. 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.