Talk:Tail value at risk

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Merge with Expected Shortfall[edit]

This is exactly expected shortfall. We should merge the two. Also we should perhaps bundle in some way spectral measures of risk together.Limit-theorem (talk) 03:01, 15 April 2014 (UTC)[reply]

Agreed on the first point Btyner (talk) 02:12, 25 June 2014 (UTC)[reply]

TVaR is an important theory to expound on. Both pages should remain. — Preceding unsigned comment added by 64.61.71.210 (talk) 16:25, 4 February 2016 (UTC)[reply]