alpha risk


alpha risk
стат. = type I error

Англо-русский экономический словарь.

Смотреть что такое "alpha risk" в других словарях:

  • Alpha Risk — The risk in a statistical test that a null hypothesis will be rejected when it is actually true. This is also known as a Type I error. The best way to decrease alpha risk is to increase the size of the sample being tested with the hope that the… …   Investment dictionary

  • alpha risk and beta risk — Risks that occur in the sampling procedure undertaken by an auditor. An auditor may reject a population that should have been accepted (alpha risk) or accept it when it should have been rejected (beta risk). See: audit risk, sample …   Accounting dictionary

  • Alpha (investment) — Alpha is a risk adjusted measure of the so called active return on an investment. It is the return in excess of the compensation for the risk borne, and thus commonly used to assess active managers performances. Often, the return of a benchmark… …   Wikipedia

  • Alpha 1-antitrypsin — or α1 antitrypsin (A1AT) is a glycoprotein and generally known as serum trypsin inhibitor. The correct name, however, is alpha 1 proteinase inhibitor (A1PI) because it is a serine protease inhibitor (serpin) inhibiting a wide variety of proteases …   Wikipedia

  • Alpha-1 blocker — Alpha 1 blockers (also called alpha adrenergic blocking agents) constitute a variety of drugs which block α1 adrenergic receptors in arteries and smooth muscles.IndicationsThese drugs may be used to treat: * benign prostatic hyperplasia (BPH)cite …   Wikipedia

  • Alpha — may refer to:The Greek letter alphaAlpha (letter), a letter in the Greek alphabet. α may be used as the symbol for: *Alpha channel, describing transparency and opacity in computer graphics *Angle of attack in aerodynamics *Common base current… …   Wikipedia

  • Risk arbitrage — Risk arbitrage, or merger arbitrage, is an investment or trading strategy often associated with hedge funds. Two principal types of merger are possible: a cash merger, and a stock merger. In a cash merger, an acquirer proposes to purchase the… …   Wikipedia

  • Alpha-2-Macroglobulin — alpha 2 Macroglobulin, also known as α2 macroglobulin and abbreviated as α2M and A2M, is a large plasma protein found in the blood. It is produced by the liver, and is a major component of the alpha 2 band in protein electrophoresis. Structure… …   Wikipedia

  • Alpha 1-antitrypsine — L alpha 1 antitrypsine ou α1 antitrypsine (A1AT) est un inhibiteur de la sérine protéase (serpin). Elle protège les tissus contre des enzymes produites par des cellules inflammatoires, particulièrement l élastase. On la trouve dans le sang humain …   Wikipédia en Français

  • alpha-Linolenic acid — Not to be confused with linoleic acid. This article is about alpha linolenic acid. For other uses, see Linolenic acid. α Linolenic acid …   Wikipedia

  • alpha — Measure of risk adjusted performance. An alpha is usually generated by regressing the security or mutual fund s excess return ( excess returns) on the S&P 500 excess return. The beta adjusts for the risk (the slope coefficient). The alpha is the… …   Financial and business terms

Книги

Другие книги по запросу «alpha risk» >>