A Study on Multi-Constraint Portfolio Optimization Based on Lagrange Multiplier Method in Financial Market Risk Management Framework
- Published
- Publisher
- International Association for Housing Science
- Journal / collection
- International Journal for Housing Science and Its Applications
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.70517/ijhsa46392
The original publisher provides the full text and its access options.
Cite this source
International Association for Housing Science. A Study on Multi-Constraint Portfolio Optimization Based on Lagrange Multiplier Method in Financial Market Risk Management Framework. International Journal for Housing Science and Its Applications. 2025-08-15. https://doi.org/10.70517/ijhsa46392