|
CTA |
|
|
|
Home Site Map Add Term Search About Us Contributors |
CTASee: Cumulative Translation Adjustment. Also refers to Commodity Trading Advisor.CTA Similar MatchesReturn 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. Stable Paretian, or Fractal HypothesisStable Paretian, or Fractal HypothesisIn the characteristic function of the fractal family of distributions, the characteristic exponent alpha can range between one and two. See: Alpha, Fractal Distributions, Gaussian. Local 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. Unbiased expectations hypothesisUnbiased expectations hypothesisTheory that forward exchange rates are unbiased predictors of future spot rates. See Forward parity. UNCTADUNCTADUnited Nations Conference on Trade and Development Further SuggestionsHomogeneous expectations assumptionLocal expectations hypothesis (LEH) Spectail Fractal Dimension Expectation Fractal Expectations theory of forward exchange rates Life expectancy Fractal Distribution Cumulative Translation Adjustment (CTA) account Rational expectations Expectations hypothesis theories |
|
|
|