action portfoliooptimizer_post_portfolio_optimization_equal_risk_contributions {
  label: "Equal Risk Contributions Portfolio"
  description: "Compute the asset weights of the equal risk contributions portfolio, optionally subject to:  \n* Minimum and maximum weights constraints  \n\nReferences\n * [Richard, Jean-Charles and Roncalli, Thierry, Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3331184)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/optimization/equal-risk-contributions"
  encoding: json
  input: {
    type: "object"
    required: ["assets", "assetsCovarianceMatrix"]
    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"
          }
        }
      }
      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"
            }
          }
          minimumAssetsWeights: {
            type: "array"
            description: "minimumAssetsWeights[i] is the minimum weight of the asset i in the portfolio, in percentage"
            items: {
              type: "number"
            }
          }
        }
      }
    }
  }
  output: {
    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"
        }
      }
    }
  }
}