> The simulation ran the game purposed by Ole Peters where they give different results. I don't know if that game is related to "retirement portfolios", probab

> The simulation ran the game purposed by Ole Peters where they give different results. I don't know if that game is related to "retirement portfolios", probably not. I understand then that you don't object to my claim that ergodicity economic formulas generate exactly the same portfolio as the "regular economics" approach when you make the same assumptions that are implicit in the asymptotic growth maximization (no spending, infinite horizon, logarithmic utility). And that you agree with Ole Peters and yours truly that asymptotic growth maximization of a multiplicative process gives the same solution as the maximization of logarithmic utility.