The first was Vladislav Avayev, formerly vice president of Gazprombank. He was found killed by a gunshot wound in his Moscow apartment on Monday, Russia's state-run Tass news agency reported. Police are looking into a theory that Avayev shot his wife and children, and then himself. 

Although the names of the victims were not included in a public statement from the Russian government, Tass said an unnamed source later confirmed their identities.

Investigators said in their statement that they believe Avayev shot his wife and daughter, and then himself.

The second oligarch was found killed in Spain, some 2,000 miles away.