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. 016A Rs 2,000 crore pension fund holds 50% listed equity, 35% bonds and 15% private assets, with Rs 180 crore of unfunded commitments. Equities fall 30% and private assets are marked down 10%. What is the new private weight, can it meet its capital calls, and what should it do?Strategic and tactical allocationHardPension and endowment investingPrivate markets
  2. 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

Company names and figures are illustrative.