multiportfolio en · ADJ
Etymology
From multi- + portfolio.
Meanings
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(not-comparable) Involving multiple portfolios
The equivalence between multiportfolio time consistency of a dynamic multivariate risk measure and a supermartingale property is proven.
2015, Zachary Feinstein, Birgit Rudloff, “A Supermartingale Relation for Multivariate Risk Measures”, in arXiv: