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 1–7 of 7 · filtered from 100Clear filters
  1. 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
  2. 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
  3. 036You can overweight one of two sectors by 3 points: private banks with 16% loan growth, 16% return on equity and 2.6 times book, or specialty chemicals with 22% earnings growth, 18% return on equity, 38 times earnings and 15% of downgrades over three years. Which, and what would change your mind?Strategic and tactical allocationCoreWellington ManagementHong Kong · 2022Wellington ManagementHong Kong · 2022
  4. 056A new foundation has Rs 100 crore, spends 4.5% a year, faces 5% inflation and 0.5% costs. Build an allocation from a capital market assumptions table and show the chance of falling short over ten years.Strategic and tactical allocationCoreSchrodersLondon · 2023
  5. 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
  6. 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
  7. 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

Company names and figures are illustrative.