@article{timeconsistentassetallocationforrisk,
  title = {Time-Consistent Asset Allocation for Risk Measures in a Lévy Market},
  author = {Felix Fießinger and Mitja Stadje},
  year = {2023},
  eprint = {2305.09471},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.09471v6},
}