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中文摘要：
在证券收益率服从正态分布的前提下，建立了允许无风险借贷并且借贷利率不同的机会约束下均值-VaR模型，讨论了最优解的存在性和惟一性．然后在均值-VaR模型有效边界的基础上引入机会约束，得到了该模型的有效边界及其最优解．
英文摘要：
Under the assumption that the rates of return of portfolio are normal random variables, a mean -VaR portfolio model ineluding riskfree debit and credit with different riskfree rates under constraint of investment chance is established. Existence ancl uniqueness of the model＇ s optimal solution are discussed. On the basis of mean-VaR model＇ s effective border, the constraint of investment chance is introduced, and the model＇s effective border and the optimal sohtioin are obtained.
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