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 81–90 of 100
  1. 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
  2. 082A welfare board puts 70% in an index core and 30% in active satellites. What are the portfolio's expected net alpha and tracking error, and what must the satellites earn to justify themselves?Portfolio construction and optimisationCoreInstitutional asset managementFund selection
  3. 083A volatility spike pushes a fund's value at risk from 1.6% to 2.4% against a 2% limit. Do you cut every position proportionally or cut the largest contributor?Risk management and limit breachesCoreRisk managementHedge funds
  4. 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
  5. 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
  6. 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
  7. 087A systematic fund has a momentum loading of 0.4, and the momentum factor loses 25% in a month. What does the fund lose from that exposure, and what would hedging it have cost?Factor investing and quantCoreSystematic investingFactor investing
  8. 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
  9. 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
  10. 090A hospital group holds a Rs 400 crore surplus in bank deposits. It needs Rs 150 crore in 18 months and the rest is long-term. What would you recommend, and what are the risks and benefits?Client mandates and IPSCoreInstitutional asset managementMulti-asset

Company names and figures are illustrative.