AMWatch

Danske Bank AM's new flagship hedge fund has been years in the making

Danske Bank Asset Management has developed a multi-strategy hedge fund which is being implemented across some of the bank’s balanced mandates. CIO Thomas Otbo and Head of Quant and Overlay Jasper Riis tell AMWatch about the fund.

Danske Bank Asset Management's Head of Quant and Overlay Jasper Riis and CIO Thomas Otbo. | Photo: PR / Danske Bank

Danske Bank Asset Management (DBAM) has launched the hedge fund Global Alternative Opportunities (GAO), which will typically run 12-15 strategies simultaneously. The fund combines carry and defensive tail-hedging strategies to protect the portfolio during black swan events.

GAO aims to a deliver consistent risk-adjusted returns by investing in alternative risk premia with a long-term return of 6-7% over risk-free rates.

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