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Although there is a wide literature on capital allocation rules in a static setting and on dynamic risk measures, only a few recent papers on capital allocation work in a dynamic setting and, moreover, those papers mainly focus on the gradient approach. To fill this gap, we then discuss new perspectives to the capital allocation problem going beyond those already existing in the literature. In particular, we introduce and investigate a general axiomatic approach to dynamic capital allocations as well as an approach suitable for risk measures induced by <jats:italic>g<\/jats:italic>-expectations under weaker assumptions than Gateaux differentiability.<\/jats:p>","DOI":"10.1007\/s10479-022-04917-8","type":"journal-article","created":{"date-parts":[[2022,8,28]],"date-time":"2022-08-28T13:02:26Z","timestamp":1661691746000},"page":"749-772","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":3,"title":["Dynamic capital allocation rules via BSDEs: an axiomatic approach"],"prefix":"10.1007","volume":"336","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-3996-8954","authenticated-orcid":false,"given":"Elisa","family":"Mastrogiacomo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Emanuela","family":"Rosazza Gianin","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2022,8,28]]},"reference":[{"issue":"3","key":"4917_CR1","doi-asserted-by":"publisher","first-page":"203","DOI":"10.1111\/1467-9965.00068","volume":"9","author":"P Artzner","year":"1999","unstructured":"Artzner, P., Delbaen, F., Eber, J. 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