Full Terms & Conditions of access and use can be found at http://www.tandfonline.com/action/journalInformation?journalCode=rquf20 Quantitative Finance ISSN: 1469-7688 (Print) 1469-7696 (Online) Journal homepage: http://www.tandfonline.com/loi/rquf20 Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity V. Bergen, M. Escobar, A. Rubtsov & R. Zagst To cite this article: V. Bergen, M. Escobar, A. Rubtsov & R. Zagst (2018): Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity, Quantitative Finance, DOI: 10.1080/14697688.2018.1429647 To link to this article: https://doi.org/10.1080/14697688.2018.1429647 Published online: 22 Feb 2018. Submit your article to this journal Article views: 12 View related articles View Crossmark data