Before revision:  As examples, the  set of superhedging portfolios in markets with  transaction costs is shown to have the stability property  and a multi-portfolio time consistent version of the set-valued average value at risk, the composed AV@R, is given and its dual representation deduced.
After revision:  As examples, the set of superhedging portfolios in markets with proportional transaction costs is shown to have the stability property and a multi-portfolio time consistent version of the set-valued average value at risk, the composed AV@R, is given and its dual representation deduced.