multiportfolio

English

Etymology

multi- +‎ portfolio

Adjective

multiportfolio (not comparable)

1. (economics) Involving multiple portfolios
   • 2015, Zachary Feinstein, Birgit Rudloff, “A Supermartingale Relation for Multivariate Risk Measures”, in arXiv‎^[1]:

     The equivalence between multiportfolio time consistency of a dynamic multivariate risk measure and a supermartingale property is proven.