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diff --git a/docs/requirements.txt b/docs/requirements.txt
@@ -21,4 +21,6 @@ arch
 XlsxWriter
 networkx
 astropy
-pybind11
+pybind11
+sphinx-immaterial
+fonttools>=4.43.0
diff --git a/docs/source/_static/Python_for_Finance_2025_I.pdf b/docs/source/_static/Python_for_Finance_2025_I.pdf
diff --git a/docs/source/_static/Python_for_Finance_2025_II.pdf b/docs/source/_static/Python_for_Finance_2025_II.pdf
diff --git a/docs/source/_static/Python_for_Finance_2025_III.pdf b/docs/source/_static/Python_for_Finance_2025_III.pdf
diff --git a/docs/source/_static/Riskfolio.ico b/docs/source/_static/Riskfolio.ico
diff --git a/docs/source/_static/Riskfolio.png b/docs/source/_static/Riskfolio.png
diff --git a/docs/source/_static/custom.css b/docs/source/_static/custom.css
@@ -0,0 +1,12 @@
+header.md-header{
+    background-color: orange;
+    color: #FFF; 
+}
+
+.md-text-color {
+    color: #666666; /* Custom primary font color */
+}
+
+.md-footer{
+    background: #666666;
+}
diff --git a/docs/source/biblio.bib b/docs/source/biblio.bib
@@ -29,7 +29,7 @@ @article {Ledoit
 
 @article{Ledoit2008,
   author={Ledoit, Oliver and Wolf, Michael},
-  title={{Robust performance hypothesis testing with the Sharpe ratio}},
+  title={Robust performance hypothesis testing with the Sharpe ratio},
   journal={Journal of Empirical Finance},
   year=2008,
   volume={15},
@@ -84,20 +84,19 @@ @article{Resampling
 }
 
 @Article{Worst1,
-author="T{\"u}t{\"u}nc{\"u}, R.H.
-and Koenig, M.",
-title="Robust Asset Allocation",
-journal="Annals of Operations Research",
-year="2004",
-month="Nov",
-day="01",
-volume="132",
-number="1",
-pages="157--187",
-abstract="This article addresses the problem of finding an optimal allocation of funds among different asset classes in a robust manner when the estimates of the structure of returns are unreliable. Instead of point estimates used in classical mean-variance optimization, moments of returns are described using uncertainty sets that contain all, or most, of their possible realizations. The approach presented here takes a conservative viewpoint and identifies asset mixes that have the best worst-case behavior. Techniques for generating uncertainty sets from historical data are discussed and numerical results that illustrate the stability of robust optimal asset mixes are reported.",
-issn="1572-9338",
-doi="10.1023/B:ANOR.0000045281.41041.ed",
-url="https://doi.org/10.1023/B:ANOR.0000045281.41041.ed"
+author={T{\"u}t{\"u}nc{\"u}, R.H. and Koenig, M.},
+title={Robust Asset Allocation},
+journal={Annals of Operations Research},
+year={2004},
+month={Nov},
+day={01},
+volume={132},
+number={1},
+pages={157--187},
+abstract={This article addresses the problem of finding an optimal allocation of funds among different asset classes in a robust manner when the estimates of the structure of returns are unreliable. Instead of point estimates used in classical mean-variance optimization, moments of returns are described using uncertainty sets that contain all, or most, of their possible realizations. The approach presented here takes a conservative viewpoint and identifies asset mixes that have the best worst-case behavior. Techniques for generating uncertainty sets from historical data are discussed and numerical results that illustrate the stability of robust optimal asset mixes are reported.},
+issn={1572-9338},
+doi={10.1023/B:ANOR.0000045281.41041.ed},
+url={https://doi.org/10.1023/B:ANOR.0000045281.41041.ed}
 }
 
 @article{Black1,
@@ -246,7 +245,7 @@ @article{Santos
 
 @Article{Hawawini,
   author={Gabriel A. Hawawini},
-  title={{The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications}},
+  title={The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications},
   journal={Journal of Financial Research},
   year=1980,
   volume={3},
@@ -263,7 +262,7 @@ @Article{Hawawini
 
 @TechReport{Ledoit2010,
   author={Olivier Ledoit and Michael Wolf},
-  title={{Robust performance hypothesis testing with the variance}},
+  title={Robust performance hypothesis testing with the variance},
   year=2010,
   month=Oct,
   institution={Institute for Empirical Research in Economics - University of Zurich},
@@ -277,7 +276,7 @@ @TechReport{Ledoit2010
 
 @TechReport{Ledoit2018,
   author={Olivier Ledoit and Michael Wolf},
-  title={{Robust performance hypothesis testing with smooth functions of population moments}},
+  title={Robust performance hypothesis testing with smooth functions of population moments},
   year=2018,
   month=Oct,
   institution={Department of Economics - University of Zurich},
@@ -314,7 +313,7 @@ @article{Rockafellar
 @InCollection{Uryasev1,
   author={A. Chekhlov and S. Uryasev and M. Zabarankin},
   editor={Panos M Pardalos and Athanasios Migdalas and George Baourakis},
-  title={{Portfolio Optimization With Drawdown Constraints}},
+  title={Portfolio Optimization With Drawdown Constraints},
   booktitle={{Supply Chain And Finance}},
   publisher={World Scientific Publishing Co. Pte. Ltd.},
   year=2004,
@@ -369,12 +368,6 @@ @article{Mansini3
 doi = {10.1016/j.ejor.2013.08.035}
 }
 
-@comment{
-
-Los que siguen son ejemplos de libros.
-
-}
-
 @book{Knuth84,
 	Author = {Donald E. Knuth},
 	Publisher = {Addison-Wesley},
@@ -426,53 +419,6 @@ @book{Mansini
 doi = {10.1007/978-3-319-18482-1}
 }
 
-@comment{
-
-Ahora un ejemplo de un art'iculo publicado en un congreso. Nota tambi'en
-que, a'un cuando son varios autores, tienes que escribir *siempre* la
-palabra " and " entre cada par de ellos.
-
-}
-
-@inproceedings{Rofl06,
-	Author = {Matthew Caesar and Tyson Condie and Jayanthkumar Kannan
-	          and Karthik Lakshminarayanan and Ion Stoica},
-	Booktitle = {ACM SIGCOMM},
-	Title = {{ROFL}: Routing on Flat Labels},
-	Year = {2006}}
-
-@comment{
-
-Finalmente dos referencias a manuales.
-
-}
-
-@misc{Wolf,
-author = {Michael Wolf},
-title = {Publications},
-year = {2008},
-howpublished = {\url{https://www.econ.uzh.ch/en/people/faculty/wolf/publications.html}},
-urldate = {15-07-2019}
-}
-
-@manual{doc:natbib,
-	Author = {Patrick W. Daly},
-	Month = feb,
-	Title = {Naural Sciences Citations and References},
-	Year = {2007}}
-
-@manual{doc:geometry,
-	Author = {Hideo Umeki},
-	Month = jul,
-	Title = {The geometry package},
-	Year = {2002}}
-
-@comment{
-
-Referencias a tesis
-
-}
-
 @mastersthesis{Graaf,
   author       = {T.A. de Graaf}, 
   title        = {Robust Mean-Variance Optimization},
@@ -824,10 +770,9 @@ @article{Prado2
 author = {Prado, Marcos},
 year = {2019},
 month = {01},
-pages = {},
 title = {A Robust Estimator of the Efficient Frontier},
 journal = {SSRN Electronic Journal},
-doi = {10.2139/ssrn.3469961}
+doi = {10.2139/ssrn.3469961},
 }
 
 @article{jLogo,
@@ -852,7 +797,7 @@ @book{MLforAM
 publisher={Cambridge University Press},
 author={López de Prado, Marcos M.},
 year={2020},
-collection={Elements in Quantitative Finance}
+collection={Elements in Quantitative Finance},
 }
 
 @article{Cajas3,
@@ -883,7 +828,7 @@ @article{Ogryczak2002
 title = {Dual Stochastic Dominance and Quantile Risk Measures},
 volume = {9},
 journal = {International Transactions in Operational Research},
-doi = {10.1111/1475-3995.00380}
+doi = {10.1111/1475-3995.00380},
 }
 
 @article{Gerber2021,
@@ -893,7 +838,7 @@ @article{Gerber2021
 publisher = {Elsevier {BV}},
 author = {Sander Gerber and Harry Markowitz and Philip Ernst and Yinsen Miao and Babak Javid and Paul Sargen},
 title = {The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization},
-  journal = {SSRN Electronic Journal},
+ journal = {SSRN Electronic Journal},
 }
 
 @article{Cajas4,
@@ -929,7 +874,6 @@ @article{Cajas5
   author = {Dany Cajas},
   title = {Portfolio Optimization of Relativistic Value at Risk},
   journal = {SSRN Electronic Journal},
-  doi = {10.2139/ssrn.4378498},
 }
 
 @article{Cajas6,
@@ -984,7 +928,7 @@ @article{Cajas11
 month = {12},
 title = {A Graph Theory Approach to Portfolio Optimization Part II},
 journal = {SSRN Electronic Journal},
-doi = {10.2139/ssrn.4667426},
+doi = {10.2139/ssrn.4540021},
 }
 
 @book{Meucci2005,
@@ -993,7 +937,7 @@ @book{Meucci2005
   year = {2005},
   publisher = {Springer Berlin Heidelberg},
   author = {Attilio Meucci},
-  title = {Risk and Asset Allocation}
+  title = {Risk and Asset Allocation},
 }
 
 @article{Feng2016,
@@ -1006,34 +950,34 @@ @article{Feng2016
   pages = {1--231},
   author = {Yiyong Feng and Daniel P. Palomar},
   title = {A Signal Processing Perspective of Financial Engineering},
-  journal = {Foundations and Trends{\textregistered} in Signal Processing}
+  journal = {Foundations and Trends{\textregistered} in Signal Processing},
 }
 
 @article{Jorion1986,
   doi = {10.2307/2331042},
   url = {https://doi.org/10.2307/2331042},
   year = {1986},
   month = sep,
-  publisher = {{JSTOR}},
+  publisher = {JSTOR},
   volume = {21},
   number = {3},
   pages = {279},
   author = {Philippe Jorion},
   title = {Bayes-Stein Estimation for Portfolio Analysis},
-  journal = {The Journal of Financial and Quantitative Analysis}
+  journal = {The Journal of Financial and Quantitative Analysis},
 }
 
 @article{Bodnar2019,
 	doi = {10.1016/j.jmva.2018.07.004},
 	url = {https://doi.org/10.1016\%2Fj.jmva.2018.07.004},
-	year = 2019,
-	month = {mar},
+	year = {2019},
+	month = {03},
 	publisher = {Elsevier {BV}},
 	volume = {170},
 	pages = {63--79},
 	author = {Taras Bodnar and Ostap Okhrin and Nestor Parolya},
 	title = {Optimal shrinkage estimator for high-dimensional mean vector},
-	journal = {Journal of Multivariate Analysis}
+	journal = {Journal of Multivariate Analysis},
 }
 
 @article{Ojeda2015,
@@ -1046,9 +990,18 @@ @article{Ojeda2015
   pages = {60},
   author = {Ignacio Ojeda},
   title = {Kronecker Square Roots and the Block Vec Matrix},
-  journal = {The American Mathematical Monthly}
+  journal = {The American Mathematical Monthly},
 }
 
+@mastersthesis{Yang2019,
+	author       = {Yang, Mingyu}, 
+	title        = {Uncertainty Set Sizes, Sensitivity Analysis, in Robust Portfolio Optimization},
+	school       = {University of Waterloo},
+	year         = 2019,
+	url={https://www.math.uwaterloo.ca/~hwolkowi/henry/reports/MingyuYangCM-eresearchpaper-printcopy.pdf},
+}
+
+	
 @Inbook{VanLoan1993,
 author={Van Loan, C. F. and Pitsianis, N.},
 editor={Moonen, Marc S.	and Golub, Gene H. and De Moor, Bart L. R.},
@@ -1060,15 +1013,7 @@ @Inbook{VanLoan1993
 pages={293--314},
 isbn={978-94-015-8196-7},
 doi={10.1007/978-94-015-8196-7\_17},
-url={https://doi.org/10.1007/978-94-015-8196-7\_17}
-}
-
-@mastersthesis{Yang2019,
-title={Uncertainty Set Sizes, Sensitivity Analysis, in Robust Portfolio Optimization},
-author={Yang, Mingyu},
-year={2019}
-school={University of Waterloo},
-url={https://www.math.uwaterloo.ca/~hwolkowi/henry/reports/MingyuYangCM-eresearchpaper-printcopy.pdf},
+url={https://doi.org/10.1007/978-94-015-8196-7\_17},
 }
 
 @article{Tutuncu2004,
@@ -1089,14 +1034,13 @@ @article{ElGhaoui2003
  number = {4},
  year = {2003},
  pages = {543--556},
- publisher = {INFORMS}
+ publisher = {INFORMS},
  }
  
- @article{Roncalli2012b,
+@article{Roncalli2012b,
 author = {Roncalli, Thierry and Weisang, Guillaume},
 year = {2012},
 month = {09},
-pages = {},
 title = {Risk Parity Portfolios with Risk Factors},
 volume = {16},
 journal = {SSRN Electronic Journal},