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Identifying and Capturing Persistent Alpha
Radio Feature 71: Otto Francke in Conversation with Sona Blessing
 
Friday, April 26, 2013

radio Otto Francke is a senior portfolio manager within the alternative investment team at SEB. Prior to this he was a portfolio manager and research analyst covering long/short equity strategies Atlas Capital Group. He has been active in the alternative industry for a decade, and holds a Master’s degree in Mechanical Engineering specialising in Applied Mathematics from The Royal Institute of Technology, Stockholm.

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Identifying and Capturing Persistent Alpha

Duration: 11:39 

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  • Q1 - Can you walk us through the strategy of the SEB Dynamic Manager Alpha Fund.

    Duration: 00:51 


  • Q2 - How do you define alpha?

    Duration: 01:35 


  • Q3 - How do you differentiate between "true" alpha generators and "beta" providers?

    Duration: 00:44 


  • Q4 - Criteria used to determine persistence in generating alpha?

    Duration: 01:04 


  • Q5 - Strategies pursued by "alpha" generating managers?

    Duration: 01:01 


  • Q6 - How do you achieve neutrality without negating performance at the portfolio level?
    a) How do you capture alpha in a "convergence 1" financial market environment?

    Duration: 01:35 


  • Q7 - When or what prompts you to take on new managers, exit managers?

    Duration: 01:25 


  • Q8 - What are some of the challenges faced - including managing liquidity, concentrated underlying asset exposures at the portfolio level, redemptions ...

    Duration: 03:24 



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