Vice President, MSCI Research
About the Contributor
John Burke is a member of the MSCI research team that specializes in the pricing and risk modeling of various asset classes across MSCI analytics. His focus is on the research and development of volatilty models. John holds a bachelor’s degree in physics from the California Institute of Technology and a doctorate in physics from the University of California at Berkeley.
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Blog posts by John Burke
Investors taking stock of the coronavirus fallout and recent market volatility have begun exploring tail-risk-hedging strategies as a way to protect against further drawdowns. What are the potential costs and benefits of hedging against tail risk?