中文摘要：

研究了一个随机利率和随机波动率框架下的鲁棒最优投资组合问题．假设投资者具有模糊厌恶性，且可以将其资金投资在包含银行账户，零息债券及股票的金融市场中．进一步假定利率服从CIR模型，股票价格服从Heston模型．通过求解该随机控制问题及证明验证定理，给出了最优投资策略及值函数的解析表达式．

英文摘要：

A robust optimal portfolio under stochastic interest and stochastic volatility framwork is investigated. Specifically, there is an ambiguity-averse investor （AAI） which is allowed to invest his or her money into the financial market consisting of a bank account, a zero-coupon bond and a stock. Furthermore assume that the interest rate and stock price follow the CIR model and Heston model respectively. After solving a stochastic optimal problem and then offering a verification theorem, a close-form expressions for the optimal strategies and the corresponding value functions is obtained.