The research and skill behind the ProShares Credit Suisse 130/30 ETF
The expertise of thought leaders in quantitative finance* and the experience of the market leader in leveraged and short ETF investing—brought together in an exchange traded fund.
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“We’ve created a new way to effectively benchmark 130/30s, providing investors and managers greater clarity about the risks and rewards of short extension products.” |
Dr. Andrew W. Lo, PhD, a world-renowned authority in quantitative finance, is Chairman and Chief Investment Strategist of AlphaSimplex Group, Director of MIT's Laboratory for Financial Engineering, and Harris & Harris Group Professor at the MIT Sloan School of Management.
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“The quantitative model behind our 130/30 large-cap index is based on extensive, robust research on the real-world factors contributing to stock performance.” |
Mr. Pankaj N. Patel, CFA, is a Managing Director of Credit Suisse and Head of the Quantitative Equity Research Group.
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“This new ETF allows ProShares to deliver access to an innovative alpha-generating investment strategy.” |
Mr. Michael Sapir is co-founder of ProFunds Group, which includes ProShares, and has served as the firm's Chairman and Chief Executive Officer since its inception in 1997.
* Dr. Lo and Mr. Patel described the principles and investment process of this quantitative-based index in their award-winning paper, published in the Winter 2008 issue of The Journal of Portfolio Management, “130/30: The New Long-Only.”
