The 45-year-old victim and her estranged husband James Fayed owned two gold-trading businesses: e-Bullion and Goldfinger Coin & Bullion Sales.
The L.A. Times reports the FBI is investigating both businesses.
Federal prosecutors also say one of their customers was indicted last year on charges of funneling money to terrorists through a Goldfinger account.
Neighbors say that James Fayed's threats against his wife increased about three months ago when Pamela Fayed and her attorney seized some of his assets in their ongoing divorce case.
Police won't say whether or not James Fayed is a suspect in his wife's murder.
Police said the suspect may have been wearing a black hooded sweatshirt and jeans and may have driven off in a red SUV.
Anyone with information is urged to call LAPD (877) LAW-FULL or (877) 529-3855.