action portfoliooptimizer_post_portfolio_analysis_contributions_risk {
  label: "Risk Contributions"
  description: "Perform a risk contribution analysis of one or several portfolio(s), optionally using groups of assets.\n\nReferences\n* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/analysis/contributions/risk"
  encoding: json
  input: {
    type: "object"
    required: ["assets", "assetsCovarianceMatrix", "portfolios"]
    properties: {
      assets: {
        type: "integer"
        description: "The number of assets"
      }
      assetsCovarianceMatrix: {
        type: "array"
        description: "assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j"
        items: {
          type: "array"
          items: {
            type: "number"
          }
        }
      }
      assetsGroups: {
        type: "array"
        items: {
          type: "array"
          description: "assetsGroups[k] is the indexes of the assets belonging to the assets group k"
          items: {
            type: "integer"
          }
        }
      }
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["assetsWeights"]
          properties: {
            assetsWeights: {
              type: "array"
              description: "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage"
              items: {
                type: "number"
              }
            }
          }
        }
      }
    }
  }
  output: {
    type: "object"
    required: ["portfolios"]
    properties: {
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["assetsRiskContributions"]
          properties: {
            assetsGroupsRiskContributions: {
              type: "array"
              description: "assetsGroupsRiskContributions[k] is the risk contribution of the group of assets k to the risk of the portfolio"
              items: {
                type: "number"
              }
            }
            assetsRiskContributions: {
              type: "array"
              description: "assetsRiskContributions[i] is the risk contribution of the asset i to the risk of the portfolio"
              items: {
                type: "number"
              }
            }
          }
        }
      }
    }
  }
}