主要从事统计理论方法及其在金融计量领域的交叉研究，包括高维因子模型，投资组合，大规模金融因子评估与筛选等。欢迎对科研、金融科技实务或大学生学科竞赛感兴趣的同学联系交流！

主要从事统计理论方法及其在金融计量领域的交叉研究，包括高维因子模型，投资组合，大规模金融因子评估与筛选等。欢迎对科研、金融科技实务或大学生学科竞赛感兴趣的同学联系交流！

1.中央高校基本科研业务费专项资金资助项目,网络调整的多重假设检验方法及其在基金选择中的应用, 2022 - 2023,主持.

2.国家自然科学基金面上项目,大型协方差矩阵的结构化估计和检验, 2022 - 2025,参与.

1. Guanhao Feng, Wei Lan, Hansheng Wang, and Jun Zhang*. Selectingand Testing Asset Pricing Models: A Stepwise Approach. Forthcoming, Management Science, 2026+.

2. Jun Zhang, Wei Lan, Xinyan Fan, and Wen Chen. Maximum Conditional Alpha Test For ConditionalMulti-Factor Models. Statistica Sinica, 2023, DOI: 10.5705/ss.202022.0137.

3. Jun Zhang, Wei Lan, and Nengsheng Fang. A Network-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection. Quarterly Journal of Economics and Management (In Chinese), 2023, 2(4): 119-142.

4. YongqiangWu, Jun Zhang*, and Wei Lan. Structured covariance matrix estimation under volatility constraint.Finance Research Letters, 2025, DOI: https://doi.org/10.1016/j.frl.2025.108047.

工作论文：

1. Jun Zhang, Dan Pu, Wei Lan, and Guanhao Feng. Testing Alphas in Linear Factor Models: A Portfolio Approach. Under review, 2025.

2. Jun Zhang, Wei Lan, Long Feng, and Guanhao Feng. Testing Asset Pricing Factor Models: An Out-of-Sample Perspective. Under review, 2025.