GAMMA Capital Management | 1,115 followers on LinkedIn. GAMMA is an Icelandic asset management company, operating under a license from, and supervised by, the Icelandic Financial Supervisory Authority. GAMMA is authorized to operate UCITS funds and other funds for collective investment and provide investment advice in accordance with Icelandic Act on Financial Undertakings no. 161/2002. GAMMA Capital Management Limited, the financial advisory business, has received confirmation from the Financial Conduct Authority (FCA) that it is now authorised and regulated to carry out investment business in the UK.