Extended Viewer

John Burke

John Burke
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.

HTML Displayer Portlet

Blog posts by John Burke


Nothing was found.
  1. BLOG

    Did hedging tail risk pay off? 

    Apr 27, 2020 Peter Shepard , John Burke

    Learn More

    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?