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 1–10 of 50 · filtered from 100Clear filters
  1. 001Garudvahan Aerospace has eight years of orders, but production problems have cut deliveries by 20% and it carries net debt. Is it a good investment? Give a two-line thesis on the spot.Stock pitch and thesis defenceWarm upSchrodersNew York · 2025
  2. 002A bond fund holds Rs 800 crore of government bonds at a modified duration of 6.5 and wants 4.0. One bond futures contract has a DV01 of Rs 1,400. How many contracts does it sell?Fixed income, credit and LDICorePIMCOLondon · 2022
  3. 003A family office asks: if you had to put Rs 1 lakh into one asset for ten years, which would it be? Build the expected return for bonds, equities, gold and a REIT from building blocks and choose.Strategic and tactical allocationWarm upInvescoDallas · 2023
  4. 005Rapid fire on a cement company: from its share price, share count, net debt, EBITDA, capacity and the cost of a new plant, give its enterprise value, EV to EBITDA, EV per tonne, and say whether it is cheaper to buy or to build.Company analysis and valuationWarm upFidelity InvestmentsToronto · 2024
  5. 007A 45-year-old surgeon has Rs 8 crore from selling his clinic stake and a Rs 1.2 crore home loan, and wants Rs 40 lakh a year in today's money from 55. Should he prepay the loan, what are his return and risk objectives, and what is a first allocation?Client mandates and IPSCoreNorthern TrustLake Forest · 2022
  6. 009A Rs 500 crore hybrid fund targets 65/35 and has drifted to 69/31. Trading costs 30 basis points each way. Compare a full rebalance with trading back only to the 67/33 band edge, in cost and in risk.Rebalancing, implementation and costsCoreMan GroupBoston · 2022
  7. 010Buy an office building at a 7.5% cap rate on Rs 30 crore of income, with 2% costs, 4% growth, a 55% interest-only loan at 9% and an exit at an 8.0% cap rate after five years. What are the levered IRR and equity multiple, and which input moves the return most?Real assets and private marketsHardCarlyle GroupWashington · 2015
  8. 011A long-only equity manager wants an ESG thesis. Excluding three sectors that make up 14% of the benchmark creates how much tracking error, and how does that compare with a best-in-class tilt targeting 1%? Recommend one.Portfolio construction and optimisationCoreNeuberger BermanNew York · 2025
  9. 012The central bank cuts rates by 50 basis points. A fund holds Rs 300 crore of bonds at duration 5, where yields fall 40 basis points, and Rs 500 crore of equities at 20 times earnings with 6% growth, where the cost of equity falls 25 basis points. Estimate the gain on each.Macro and multi-asset scenariosCorePIMCOLos Angeles · 2024
  10. 013An asset manager runs 38 mutual fund schemes. The top 10 hold 80% of assets, and 12 schemes are below Rs 200 crore with bottom-quartile performance, each costing Rs 1.2 crore a year to run. What would you merge or close, and how would you protect investors?Asset management business and productsCoreVanguardMalvern · 2023

Company names and figures are illustrative.