Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...

Log-normal linear regression models are popular in many fields of research. Bayesian estimation of the conditional mean of the dependent variable is problematic as many choices of the prior for the ...