According to the current situation in China and relevant constraint conditions, a robust portfolio optimization model was redeveloped to adapt to domestic circumstances.

• 摘要在基于鲁棒的投资组合选择模型的基础上，根据国内实际情况，改进了模型的约束条件，建立了适合国内情况的基于鲁棒优化的投资组合选择模型。