Abstract: Multi-products ordering decision is often made conventionally,lacking of putting the risk under control,by the expected cost reduction or the expected profit improvement under the stochastic environment,which didn't conform to the real decision-making process.Based on analyzing some similar characteristics between portfolio and product combination,the paper proposed an optimal ordering model for multi-products with conditional value-at-risk(CVaR) which is used popularly in the field of financial engineering.The model is then tested by simulative data,the outcome of which follows four fundamental rules for profit-risk decision-making completely.Moreover the model can be formulated as a linear programming problem which is solved by the technique software easily.

Key words: uncertainty, multi-products ordering, conditional value-at-risk(CVaR), risk control