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IBM's January challenge
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01-12-2007, 11:00 PM
AaronBrown
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Join Date: May 2005
Location: New York
Posts: 2,260
Re: IBM\'s January challenge
You buy q(i)*X/p(i) of contract i. Your expected log wealth is ln(X) + SUM q(i)*[ln(q(i)) - ln(p(i))].
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