Before revision:  Among an appropriate class of admissible covariance structures, we characterize the optimal trading strategy in terms of a generalized version of a principal half-eigenvalue of a Pucci extremal operator and its associated eigenfunction  .
After revision:  Among an appropriate class of admissible covariance structures, we characterize the optimal trading strategy in terms of a generalized version of the principal eigenvalue of a fully nonlinear elliptic operator and its associated eigenfunction .