Tag: Valuation
Fama and French simulation: Amazon delivers
North America | Industry
19 Aug 2020 by Filip Dyankov & Yordan Ivanov
The next section of the analysis is based on the Fama and French 5-Factor model.
Monte Carlo simulation: Q2 best single stock sellers on track to beat indices, ETFs
International | Industry
18 Aug 2020 by Filip Dyankov & Yordan Ivanov
SRP research analyst Filip Dyankov performed a Monte Carlo simulation of the top 10 most sold structured products, and the top 10 products with the highest sales volume maturing in the US market during May and June to predict prospective capital returns and annualised performances.
SEC settles with US hedge fund SBB’s auditor
North America | Regulations & Legal
13 Mar 2020 by Pablo Conde
Good news for SBB Research Group: the auditor of the Chicago-area hedge fund adviser charged by the US Securities and Exchange Commission (SEC) with a material misstatement associated with SBB's valuation of the structured notes included in its funds has settled with the regulator over improper conduct.
