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CTASee: Cumulative Translation Adjustment. Also refers to Commodity Trading Advisor.CTA Similar MatchesLocal expectations theoryLocal expectations theoryA form of the pure expectations theory that suggests that the returns on bonds of different maturities will be the same over a short-term investment horizon. Rational expectationsRational expectationsThe idea that people rationally anticipate the future and respond today to what they see ahead. This concept was pioneered by Nobel Laureate, Robert E. Lucas, Jr. Return to maturity expectationsReturn to maturity expectationsA variant of pure expectations theory that suggests that the return an investor will realize by rolling over short-term bonds to some investment horizon will be the same as holding a zero-coupon bond with a maturity that is the same as that investment horizon. Homogeneous expectations assumptionHomogeneous expectations assumptionAn assumption of Markowitz portfolio construction that investors have the same expectations with respect to the inputs that are used to derive efficient portfolios: asset returns, variances, and covariances. Fractal DimensionFractal DimensionA number that quantitatively describes how an object fills its space. In Euclidean, or Plane geometry, objects are solid and continuous. That is, they have no holes or gaps. As such, they have integer dimensions. Fractals are rough and often discontinuous, like a wiffle ball, and so have fractional, or fractal dimensions. Further SuggestionsExpectations theory of forward exchange ratesFractal Stable Paretian, or Fractal Hypothesis Cumulative Translation Adjustment (CTA) account Expectation Unbiased expectations hypothesis Expectations hypothesis theories Local expectations hypothesis (LEH) Spectail UNCTAD Life expectancy Fractal Distribution |
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