multiportfolio
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English[edit]
Etymology[edit]
Adjective[edit]
multiportfolio (not comparable)
- (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.