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| 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，1990年获博士学位，旋即在密苏里州圣路易市的华盛顿大学商学院从事金融学的教学与研究工作。主要研究方向为实证金融学的教学与研究工作。主要研究方向为实证金融学，侧重于资本定价理论、期货和买权模型的实用性，合理性、可行性及实证效果。 |
| 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 |
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