Hi Gilles and all,
Please see the reference below for some vectors designed to facilitate expression of multiple proteins in yeast.
C.A. Miller, M. Martinat, and L. Hyman. Assessment of aryl hydrocarbon receptor complex interactions using pBEVY plasmids: Expression vectors with bi-directional promoters for use in Saccharomyces cerevisiae. Nucleic Acids Res. 26: 3577-83, 1998.