Cutting a part from many measures

Holmsen, Kyn\v{c}l and Valculescu recently conjectured that if a finite set $X$ with $\ell n$ points in $\mathbb{R}^d$ that is colored by $m$ different colors can be partitioned into $n$ subsets of $\ell$ points each, such that each subset contains points of at least $d$ different colors, then there exists such a partition of $X$ with the additional property that the convex hulls of the $n$ subsets are pairwise disjoint. We prove a continuous analogue of this conjecture, generalized so that each subset contains points of at least $c$ different colors, where we also allow $c$ to be greater than $d$. Furthermore, we give lower bounds on the fraction of the points each of the subsets contains from $c$ different colors. For example, when $n\geq 2$, $d\geq 2$, $c\geq d$ with $m\geq n(c-d)+d$ are integers, and $\mu_1, \dots, \mu_m$ are $m$ positive finite absolutely continuous measures on $\mathbb{R}^d$, we prove that there exists a partition of $\mathbb{R}^d$ into $n$ convex pieces which equiparts the measures $\mu_1, \dots, \mu_{d-1}$, and in addition every piece of the partition has positive measure with respect to at least $c$ of the measures $\mu_1, \dots, \mu_m$.