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Question: universal portfolio Cover

Question:universal portfolio Cover

MrMarc 3158 Maple
May 04 2010
0

I was reading about Thomas M. Cover Universal portfolios.
earthchangesmedia.com/breaking/April2000/0418universal.htm

One of the contributing factors seem to be related to exponential growth.
Two sentences caughts my eye:

"With the universal portfolio algorithm, profits grows exponentially.
The average of exponential growth rates has the same growth rate as the maximum"

Does anyone have any experience with that ? ie is there a way to show in
Maple that "the average of exponential growth rates has the same growth rate as the maximum"  ??
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