中文摘要：

公事包选择是在金融的一个重要问题，它包含在风险和回来之间的平衡。这份报纸在 Mean-CVaR 下面调查公事包选择在有作为金融数据混合数据的一个 nonparametric 框架的模型趋于依赖。当在这份报纸我们在理论专注于最佳的答案和风险评价的 asymptotic 行为时，许多工作从数据和模拟的方面提供了某卓见进公事包选择的表演。

英文摘要：

Portfolio selection is an important issue in finance and it involves the balance between risk and return. This paper investigates portfolio selection under Mean-CVa R model in a nonparametric framework with α-mixing data as financial data tends to be dependent. Many works have provided some insight into the performance of portfolio selection from the aspects of data and simulation while in this paper we concentrate on the asymptotic behaviors of the optimal solutions and risk estimation in theory.