beta error

(redirected from Beta Risk)
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Related to Beta Risk: Alpha Risk

er·ror of the sec·ond kind

in a Neyman-Pearson test of a statistical hypothesis, the probability of accepting the null hypothesis when it is false; the complement of the power of the test.

beta error

beta error

The false acceptance of the null hypothesis, which shows no significant difference when a true difference does in fact exist.
References in periodicals archive ?
Moreover, we have estimated an average beta risk for the total sample of the VC firms in terms of the SBF 250 market index in a year to be 0.
Brooks (2007) Alternate Beta Risk Estimation and Asset Pricing Test in Emerging Market: Case of Pakistan.
When I use closing prices to compute returns, the market beta risk of a portfolio also tends to be understated.
Consequently, traders tend to underestimate the market beta risk by about 9% and understate the Sharpe ratio by about 14%.
The company's systematic beta risk ratio is estimated to be 1.
The risk level imposed by a decision can be incorporated by considering the degree of operating risk or the systematic risk level as reflected by an accounting beta risk variable.
However, the sign of the beta risk premium was opposite to that predicted by the CAPM and only a few beta coefficients were significant.
The results of Gebhardt, Lee, and Swaminathan (2001) provide the only exception that we know of to a positive empirical relation between ex ante expected return and beta risk estimates.
BETA Healthcare Group (BETA), the top provider of hospital professional liability coverage to California hospitals, healthcare facilities and medical groups, announced it will return $16 million in 2012 to BETA Risk Management Authority (BETARMA) members, reducing next year's annual premiums by 32% on average.
The analytical approach assumes systematic connections between various accounting variables and the CAPM beta risk measure.
cap-weighted indexes -- The role of indexed products in beta risk allocation -- The use of passive/index investing in active portfolio management -- Small cap, mid cap, & international opportunities -- Controlling risk while maximizing performance: The institutional perspective -- Derivatives of derivatives: The new generation of ETF's -- Active vs.
In turn, manager returns currently appear to be less driven by systematic or beta risks than they have been in the last five years;