近日，研究中心张跃军教授、硕士生林家娟（导师：张跃军教授）合作的论文“Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?”在经济管理领域国际知名期刊International Review of Financial Analysis（SSCI，IF=1.693，JCR二区）发表。

论文的研究工作得到了国家自然科学基金优秀青年项目、面上项目、中组部国家特殊支持计划青年拔尖人才、教育部国家特殊支持计划青年学者、“湖湘英才”支持计划等项目资助。

Yue-Jun Zhang, Jia-Juan Lin. Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?International Review of Financial Analysis,2019, 66, 101395.(SSCI,IF=1.693)