i'd describe the problem as, finding the efficient frontier for a portfolio of trading systems.
here is a link about finding efficient frontiers (in the link it talks about petroleum company investments, not trading systems)...
when i started trading, i thought money management simply meant "use s/l's" and "risk small each trade." i am amazed at how naive i was.
i wish i had known how important it was for me to learn money management. i wish i had learned about random trading systems and leptokurtosis of market...