本書分為四個部分。及時部分著重于對線性資產定價模型的實證和計算分析，并提出相應的統計檢驗方法。這類模型以Sharpe-Lintner的諾貝爾獎成果為基礎，包括一些新近拓廣的線性理論。第二部分研究常用線性及非線性理論對其假設的依賴性。第三部分比較近年來盛行的定價函數核理論與經典的資產定價理論。第四部分討論貝葉斯理論在金融中的應用。
周國富，男，1960年5月生于四川成都。1982年被中國科學院成都分院數理研究室錄取為碩士研究生，學習計算數學，尤其是偏微分方程的差分，有限元方法。1985年畢業于后自費公派到美國杜克大學攻讀數學博士學位。1986年轉入經濟系，改修計量經濟學并兼修國際經濟不客發展經濟學，
Acknowledgments
Introducti
Part Ⅰ Classical Tests of Linear Pricing Rules
1 Small Sample Tests of Portfolio Efficiency,Journal of Financial Economics,30;165-191,1991
2 Testing Multi-Beta Asset Pricing Models,Journal of Empirical Finance,6:219-241,1999
3 Small Sample Rank Tests with Applications to Asset Pricing,Journal of Empirical Finance,2:71-93,1995
4 Security Factors sa Linear Combinations of Economic Variables,Journal of Financial Markets,2:403-432,1999
Part Ⅱ Robustness Analysis
5 Asset-Pricing Tests under Alternative Distributions,The Journal of Finance,XL VIII:1927-1942,1993
6 International Asset Pricing with Alternative Distributional Specifications,Journal of Empirical Finance,1:107-131,1993
7 AnalyticalGMM Tests:Asset Pricing with Time-Varying Risk Premiums,The Review of Financial Studies,7:687-709,1994
Part Ⅲ Pricing Kernel Tests
8 A Critique of the Stochastic Discount Factor Methodology,The Journal of Finance.LIV:1221-1248,1999
Part Ⅳ Bayesian Analysis
9 Bayesian Inference in Asset Pricing Tests,Journal of Financial Economics,26:221-254,1990
10 Measuring the Pricing Error of the Arbitrage Pricing Theory,The Review of financial Studies ,9:557-587,1996
11 Temporary Components of Stock Returns:What DO the Data Tell Us?The Review of Financial Studies,9:1033-1059,1996
