beta error

(redirected from Beta Risk)
Also found in: Medical, Financial.
Related to Beta Risk: Alpha Risk

beta error

n. Statistics
Mentioned in ?
References in periodicals archive ?
The requirement is to build capital growth and increase the value of the $1 million dollars whilst maintaining the initially identified (stated) Beta Risk level.
The surviving entity would continue to be called Beta Risk Management Authority, or BetaRMA.
public pension plan investments in managed futures have surged recently: these funds are adding commodity trading advisors to their Absolute Return Portfolios for many reasons, but mainly to reduce the beta risk from the equity side of the portfolio.
Managing a short book, as opposed to simply hedging beta risk with ETFs, is a substantially different skill set from what most long-only managers bring to the table.
The integration helps firms using Black Diamond who subscribe to HiddenLevers to access their account positions within the HiddenLevers cloud-based application, giving them the ability to visualize market beta risk, showcase hedging options, and provide an interactive experience for clients, all from the same HiddenLevers toolkit.
1] is the premium associated with beta risk and an intercept term [[lambda].
A higher Beta risk is associated with a higher expected payoff and a lower Beta risk is associated with a lower expected payoff.
Time-varying beta risk of Australian industry portfolios: a comparison of modelling techniques.
When testing whether the beta risk of a given factor is priced, our misspecification robust standard error and the Jagannathan and Wang (1998) standard error (which is derived under the correctly specified model) can lead to different conclusions.
Consider the graph showing the equilibrium relationship between expected return and beta risk under the CAPM (the security market line) in a typical stock market scenario: