ate</span>
<span class="comment">%           R = sum_{j=1}^m pi_j*log(p_j^Tx)</span>
<span class="comment">% is called the log-optimal investment strategy, and can be found by</span>
<span class="comment">% solving the optimization problem</span>
<span class="comment">%           maximize    sum_{j=1}^m pi_j log(p_j^Tx)</span>
<span class="comment">%           subject to  x &gt;= 0, sum(x) = 1,</span>
<span class="comment">% where p_ij is the return of asset i over one period in scenario j and</span>
<span 