span class="comment">% pi_j is the probability of scenario j. There are n assets and m scenarios.</span>
<span class="comment">% We consider the case of equiprobable scenarios.</span>
<span class="comment">%</span>
<span class="comment">% The log-optimal long term growth rate is found and compared to the one</span>
<span class="comment">% obtained with a uniform allocation strategy, i.e., x_i=(1/n).</span>
<span class="comment">% Sample trajectories ofthe accumulated wealth for the optimal strategy and</spa