Tue, Oct 21, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

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.

 Download this feature as MP3 (10.68 MB)

 
Listen to the complete feature
Identifying and Capturing Persistent Alpha

Duration: 11:39 

  logo

Or listen to selected sub-features
  • 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 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: What's next for trend followers?[more]

    Bailey McCann, Opalesque New York: New research out from Ibbotson touches on a key debate happening among investors and fund managers, specifically whether long term trend followers can survive in the new

  2. Commodities - Oil wreaking havoc on small-cap energy stocks sliding 36%[more]

    From Bloomberg.com: Owning almost anything in the U.S. stock market has been a losing proposition since September. Owning smaller energy companies has been a catastrophe. Hercules Offshore Inc. and Resolute Energy Corp. are among 19 oil-and-gas equities in the Russell 2000 Index that lost more than

  3. Investing - Hedge funds favor equity long/short, Strategic bond managers hedge against further high yield sell-off[more]

    Hedge funds favor equity long/short From Securitieslendingtimes.com: Equity long/short strategies will generate good returns for hedge funds in the future, according to a panel at this year’s Risk Management Association Conference on Securities Lending in Naples, Florida. Panellists Sand

  4. Legal - Ex-hedge fund analyst weeps as judge hands down 5 year sentence, Former Columbus investment manager Steven P. Moore indicted on theft charges, SEBI confirms ban for Hong Kong hedge fund, SEC announces enforcement action against compliance officer[more]

    Ex-hedge fund analyst weeps as judge hands down 5 year sentence From Hereisthecity.com: An ex-hedge fund analyst was sentenced to 5 years in prison for his role in insider-trading scheme. The New York Post reports that former hedge fund analyst Matthew Teeple was sentenced Thursday to fiv

  5. Sparx optimistic about outlook for Japan[more]

    Benedicte Gravrand, Opalesque Geneva: According to SPARX, there are causes to be optimistic about the outlook for the Japanese market and the country's economy in general. Sparx Asset Management is a Tokyo-based asset manager, part of