Before revision: This paper resolves a question proposed in Kardaras and Robertson (  arXiv:1005.3454 ) how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying process is unavailable.
After revision: This paper resolves a question proposed in Kardaras and Robertson ( arXiv:1005.3454 ) how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying assets is unavailable.