I think the biblatex multicite command \parencites can be an easy solution to this problem.
After defining the .bib file, for example mybib.bib:
@incollection{Bortz2006,
title = {Quantitative Methoden der Datenerhebung},
author = {Bortz, J{\"u}rgen and D{\"o}ring, Nicola},
booktitle = {Forschungsmethoden und Evaluation},
pages = {137--293},
year = {2006},
publisher = {Springer}
}
@article{Fayyad1996,
title = {The KDD process for extracting useful knowledge from volumes of data},
author = {Fayyad, Usama and Piatetsky-Shapiro, Gregory and Smyth, Padhraic},
journal = {Communications of the ACM},
volume = {39},
number = {11},
pages = {27--34},
year = {1996},
publisher = {ACM New York, NY, USA}
}
@article{Maimon2010,
title = {Data mining and knowledge discovery handbook},
author = {Maimon, Oded and Rokach, Lior},
year = {2010},
publisher = {Springer}
}
You can then use the biblatex package in the .tex file as follows:
\documentclass{article}
\usepackage[style=alphabetic, natbib=true]{biblatex}
\addbibresource{mybib.bib}
\begin{document}
Original output:
\citep[vgl. bspw. ][S. 380]{Bortz2006}\citep[S. 40]{Fayyad1996}\citep[S. 11]{Maimon2010}
\medskip
Output using \textbackslash parencites:
\parencites()()[vgl. bspw. ][S. 380]{Bortz2006}[S. 40]{Fayyad1996}[S. 11]{Maimon2010}
\printbibliography
\end{document}
With biblatex, run pdflatex + biber + pdflatex *2 to generate this output:

natbibdefaults. E.g., do you set thesquareoption when loading the package? – Mico Aug 15 '16 at 09:41