Meanings
- not comparableeconomicsInvolving 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
Origin
Cite this entry
multiportfolio. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/multiportfolio
“multiportfolio.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/multiportfolio. Accessed November 3, 2026.
WatkinsX Dictionary, s.v. “multiportfolio,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/multiportfolio.
Source: multiportfolio on Wiktionary, CC BY-SA 4.0.