1. 

   ALEX_AK Member

   Why did the question say TVaR is closely related to Expected shortfall?
   Does “closely related” means TVaR can refer to expected shortfall and vice versa?
   Any special meaning to “closely related”?

    

   ALEX_AK, Mar 7, 2018

   #1
2. 

   Viki2010 Member

   This is explained in sweeting 2nd edition page 413

    

   Viki2010, Mar 8, 2018

   #2

   Simon James likes this.
3. 

   ALEX_AK Member

   Thanks a lot.

    

   ALEX_AK, Mar 10, 2018

   #3

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