Talk:Tail value at risk

Merge with Expected Shortfall
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)
 * Agreed on the first point Btyner (talk) 02:12, 25 June 2014 (UTC)

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)