  We study the maximization of the logarithmic utility of an insider with
different anticipating techniques. Our aim is to compare the usage of the
forward and Skorokhod integrals in this context with multiple assets. We show
theoretically and with simulations that the Skorokhod insider always overcomes
the forward insider, just the opposite of what happens in the case of
risk-neutral traders. Moreover, an ordinary trader might overcome both insiders
if there is a large enough negative fluctuation in the driving stochastic
process that leads to a negative enough final value. Our results point to the
fact that the interplay between anticipating stochastic calculus and nonlinear
utilities might yield non-intuitive results from the financial viewpoint.
