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 41–50 of 50 · filtered from 100Clear filters
  1. 076Give me a two-minute pitch on Rangrez Paints: one thesis, one catalyst, one risk.Stock pitch and thesis defenceWarm upNorthern TrustChicago · 2022
  2. 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?Strategic and tactical allocationCoreNorthern TrustChicago · 2025
  3. 084Should a debt fund buy five-year AA-rated NBFC bonds at 220 basis points over government bonds? How do you decide whether a class of corporate bonds is worth owning?Fixed income, credit and LDICoreWellington ManagementLondon · 2021
  4. 085A resort's income swings between Rs 4 crore and Rs 30 crore a year. How would you value it, and how do you avoid penalising the volatility twice?Real assets and private marketsCoreNuveenChicago · 2023
  5. 086Oil falls 40%. For a pegged oil exporter, trace the effect on the budget, the currency, interest rates and the yield curve, then position a foreign bond portfolio.Macro and multi-asset scenariosCoreState StreetBoston · 2020
  6. 088Write the investment memo on a hospital chain with 1,200 beds that is building a new 300-bed hospital. What goes in the first line, and what numbers support it?Company analysis and valuationCoreFidelity InvestmentsToronto · 2026
  7. 089Pitch a listed jeweller as a quality-at-a-reasonable-price long. Tie it to your investment philosophy and explain how the gold price risk is handled.Stock pitch and thesis defenceCoreFranklin TempletonSan Mateo · 2024
  8. 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
  9. 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
  10. 098A Rs 400 crore solar project company has 70% bank debt. The sponsor can put in its Rs 120 crore as equity or as a shareholder loan at 12%, with tax at 25%. Compare the sponsor's return and cash timing, and say why shareholder loans are used and what limits apply.Real assets and private marketsCoreNuveenLondon · 2024

Company names and figures are illustrative.