multiportfolio

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English[edit]

Etymology[edit]

multi- +‎ portfolio

Adjective[edit]

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.