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 61–70 of 100
  1. 061An asset manager wants to open branches in 40 smaller cities. Each costs Rs 60 lakh a year and should add 2,000 SIP investors a year at Rs 3,000 a month, earning 0.9% a year on assets. When does a branch break even, and is the expansion worth it?Asset management business and productsCoreBridgewater AssociatesStamford · 2026
  2. 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
  3. 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
  4. 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
  5. 065A wealth firm has three new clients: a 28-year-old engineer, a 50-year-old business owner with a factory loan, and a 70-year-old retiree drawing income. Build three allocations from one set of capital market assumptions and explain what drives the differences.Client mandates and IPSHardVanguardMalvern · 2024
  6. 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
  7. 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
  8. 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
  9. 069A balanced fund's CIO wants a 5 point equity overweight against a 60/40 benchmark. Equities have 18% volatility, bonds 6%, correlation 0.1, and the tracking error budget is 2%. How much of the budget does the tilt use, and what information ratio does it need to be worth it?Strategic and tactical allocationCoreMulti-assetAsset allocation
  10. 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

Company names and figures are illustrative.