action portfoliooptimizer_post_portfolio_optimization_equal_sharpe_ratio_contributions {
  label: "Equal Sharpe Ratio Contributions Portfolio"
  description: "Compute the asset weights of the equal Sharpe Ratio contributions portfolio.\n\nReferences\n * [Andreas Steiner, Sharpe Ratio Contribution and Attribution Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1839166\")\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/optimization/equal-sharpe-ratio-contributions"
  encoding: json
  input: {
    type: "object"
    required: ["assets", "assetsCovarianceMatrix", "assetsReturns", "riskFreeRate"]
    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"
          }
        }
      }
      assetsReturns: {
        type: "array"
        description: "assetsReturns[i] is the arithmetic return of asset i"
        items: {
          type: "number"
        }
      }
      riskFreeRate: {
        type: "number"
        description: "The risk free rate"
      }
    }
  }
  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"
        }
      }
    }
  }
}