本書分為四個部分。第一部分着重於對線性資產定價模型的實證和計算分析，並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。

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