Beta Error

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Related to Beta Risk: Alpha Risk

Beta Error

When testing a hypothesis, the risk of a false negative in the results. It is also called a type II error or beta risk. See also: Alpha risk.
References in periodicals archive ?
As a matter of fact, we found out that the beta risk is largely variable, depending on the industry and that it diminishes in terms of the venture's age.
1995) using the dual-beta framework find consistent and significant relationship between beta and return and positive payment for beta risk.
I also show that the Sharpe ratio and market beta risk will be understated, but options and volatility-related swaps will be over-priced, when traders use closing prices to compute daily returns.
The negative sign of the estimated market premium, which implies that firms with higher market beta would have lower expected returns, suggests that beta risk is not to coincide with the summary descriptions in Table 1.
Beta risk measures are usually derived from stock market returns, with variable [k.
Since this is the difference between the average return on small companies (long position) with the identical beta risk of large companies (short position), this reflects only the difference in return required that is unrelated to beta risk.
The book has a high rate of return, a low beta risk, and a negative covariance with uninformed opinion.
Not only has BETA consistently earned this credit rating for 15 years, but 100 percent of BETA Risk Management Authority (BETARMA) facilities renewed their coverages in 2012, and almost 50 percent of BETA's members have chosen to stay with the leading choice of healthcare professional liability insurers in California for 15 successive years or more.
Sensato builds on the pair's experience at BGI, adopting a fundamental, quantitative approach to investing in Asia Pacific equity markets that is designed to deliver compelling returns while avoiding concentration risk, macroeconomic risk and beta risk.
Contrary to earlier studies on emerging markets the premium for beta risk and the skewness have the expected signs.
In contrast to research that uses realized returns, almost all of the studies using ex ante expected return estimates find an empirical relation between expected return and beta risk, despite differences in approaches and time periods.