In the power market, the investment and operation of load aggregator are facing uncertainty on both sides of electricity prices and consumers’demand response behavior. Based on the conditional value at risk, with profit maximization and risk minimization as the planning goals, a demand response resources’planning model for load aggregators is established. In the proposed model，historical simulation method is used to deal with the uncertainty from market electricity price, and random simulation method is used to describe uncertainty consumers’demand response behavior. Through simulating the optimal planning of investors under different risk appetite levels, the example analyzes the equilibrium relationship between the investment profit and investment risk of load aggregators, which provides a useful reference for the development of domestic load aggregators.