本书分为四个部分。及时部分着重于对线性资产定价模型的实证和计算分析，并提出相应的统计检验方法。这类模型以Sharpe-Lintner的诺贝尔奖成果为基础，包括一些新近拓广的线性理论。第二部分研究常用线性及非线性理论对其假设的依赖性。第三部分比较近年来盛行的定价函数核理论与经典的资产定价理论。第四部分讨论贝叶斯理论在金融中的应用。
周国富，男，1960年5月生于四川成都。1982年被中国科学院成都分院数理研究室录取为硕士研究生，学习计算数学，尤其是偏微分方程的差分，有限元方法。1985年毕业于后自费公派到美国杜克大学攻读数学博士学位。1986年转入经济系，改修计量经济学并兼修国际经济不客发展经济学，
Acknowledgments
Introducti
Part Ⅰ Classical Tests of Linear Pricing Rules
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Part Ⅱ Robustness Analysis
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Part Ⅲ Pricing Kernel Tests
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Part Ⅳ Bayesian Analysis
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