Nat Rothschild, the banking dynasty scion who’s been linked to Natalie Portman, is throwing himself a lavish 40th birthday bash this weekend for 400 guests in sumptuous locations overlooking the Adriatic in Montenegro. Blackstone billionaire Steve Schwarzman, Princess Firyal of Jordan, Jimmy Choo’s Tamara Mellon and billionaire Nicolas Berggruen are on the guest list, sources said. Rothschild has been friends with the son of Libya’s Moammar Khadafy, Saif al-Islam, who had his own Montenegro birthday at the Splendid Hotel in 2009, and with Britain’s Prince Andrew, but it’s unclear whether either will be there this weekend. Guests will stay at the Splendid as well as the Aman Sveti Stefan resort. The festivities began yesterday with an arrival dinner. The rowdier-sounding “Nat’s Disco Soiree” is tonight at the Lido Mar Pool in Porto Montenegro, with a “disco chic” dress code, followed by brunch tomorrow and then a nighttime marina party.