action portfoliooptimizer_post_portfolio_construction_random {
  label: "Random Portfolio"
  description: "Construct one or several random portfolio(s), optionally subject to:       \n* Minimum and maximum weights constraints\n* Minimum and maximum portfolio exposure constraints\n\n> Because of the nature of the endpoint, subsequent calls with the same input data will result in different output data.\n\nReferences\n* [William Thornton Shaw, Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: A Solution for Long-Only Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1680224)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/construction/random"
  encoding: json
  input: {
    type: "object"
    required: ["assets"]
    properties: {
      assets: {
        type: "integer"
        description: "The number of assets"
      }
      constraints: {
        type: "object"
        properties: {
          maximumAssetsWeights: {
            type: "array"
            description: "maximumAssetsWeights[i] is the maximum weight of the asset i in the portfolio, in percentage"
            items: {
              type: "number"
            }
          }
          maximumPortfolioExposure: {
            type: "number"
            description: "The maximum portfolio exposure; must be higher than or equal to minimumPortfolioExposure"
          }
          minimumAssetsWeights: {
            type: "array"
            description: "minimumAssetsWeights[i] is the minimum weight of the asset i in the portfolio, in percentage"
            items: {
              type: "number"
            }
          }
          minimumPortfolioExposure: {
            type: "number"
            description: "The minimum portfolio exposure; must be lower than or equal to maximumPortfolioExposure"
          }
        }
      }
      portfolios: {
        type: "integer"
        description: "The number of portfolios to construct"
      }
    }
  }
  output: {
    type: "object"
    required: ["portfolios"]
    properties: {
      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"
              }
            }
          }
        }
      }
    }
  }
}