Optimal portfolios in the Mexican stock market minimizing a coherent measure of risk subject to expected returns and short sales constraints. Revista Eseconomía, [S. l.], v. 13, n. 49, p. 9–37, 2018. DOI: 10.29201/sft7m365. Disponível em: https://www.revistaeseconomia.mx/index.php/ESE/article/view/134. Acesso em: 24 apr. 2026.