Before revision: This paper resolves a question proposed in Kardaras and Robertson  (2012) 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.
After revision: This paper resolves a question proposed in Kardaras and Robertson Ann. Appl. Probab. 22 (2012) 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.