Complex investment instruments and changing regulatory guidelines have made today’s financial markets more difficult than ever to decipher and navigate. Quant Economics applies time-tested and state-of-the-art methods to construct enlightening financial analyses. Our firm’s proven expertise— in financial theory, statistical methods, institutions, and regulations—has made a measurable difference in an array of significant financial projects.
Project Profiles
Stock Options Backdating.
In the largest case of alleged stock options backdating, Quant Economics was called upon to conduct detailed statistical analysis. We developed multiple methodologies for scientifically testing whether the pattern of observed option grants utilized unfair hindsight or sound foresight. Our experts employed several benchmarks to fully evaluate the likelihood of backdating.
Subprime Loan Performance.
Experts at Quant Economics provided economic and statistical analysis for litigation relating to alleged breach of contract for securitized loans. We evaluated the performance of subprime loan portfolios in the context of the evolving financial marketplace. Our methods measured the impact of servicing and external market forces on loan portfolio performance, thereby isolating the effects of the alleged conduct.
Securities Fraud.
In high-stakes securities litigation, experts at Quant Economics calculated economic damages to investors resulting from alleged accounting misstatements and other fraudulent claims. We implemented sophisticated stock trading models and event-study analyses that accurately measured the fraudulent effect.
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