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Jay Yao

Jay Yao
Vice President, MSCI Research

About the Contributor

Jay Yao is a Vice President in the Equity Core Research team at MSCI. His focus is on developing equity risk models for the use in portfolio construction and risk management. Prior to MSCI, Jay was a Quantitative Researcher at Money Management Group. He also worked as a software engineer at Oracle Inc. Jay received a Bachelor of Science degree in Mechanical Engineering from Shanghai Jiao Tong University and a Ph.D. in Industrial Engineering and Operations Research from the University of California at Berkeley.

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Blog posts by Jay Yao


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  1. BLOG

    The coronavirus market impact spreads globally 

    Mar 5, 2020 Jun Wang , Jay Yao , George Bonne

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    Fear of a coronavirus pandemic and ensuing economic impacts caused sharp drops in global markets after an initially mild response. We look at recent performance from a factor perspective and how quickly factor returns and volatility reverted in past crises.