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Alpha Risk

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Alpha Risk
When testing a hypothesis, the risk of rejecting a piece of data that should have been accepted. Many tests reject some data as unusable or irrelevant. Alpha risk is the probability that the wrong data will be eliminated from the sample. It is also called type I error or alpha error. See also: Beta risk.


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In April 2009, Butterfield Fulcrum launched a comprehensive risk reporting and portfolio analysis tool, which provides managers with both traditional risk measures, such as VaR, and unique features, such as liquidity reporting and measuring alpha risk.
In April 2009, Butterfield Fulcrum launched a comprehensive risk reporting and portfolio analysis tool, which provides managers with both traditional risk measures, such as VaR, and unique features, such as liquidity reporting and measuring alpha risk.
The two-year study, conducted by Alpha Risk Services, Inc.
 
 
 
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