action portfoliooptimizer_post_portfolio_optimization_equal_volatility_weighted {
  label: "Equal Volatility Weighted Portfolio"
  description: "Compute the asset weights of the equal volatility-weighted portfolio.\n\nReferences\n * [Tristan Froidure, Khalid Jalalzai and Yves Choueifaty, Portfolio Rho-Representativity, International Journal of Theoretical and Applied FinanceVol. 22, No. 07, 1950034 (2019)](https://www.worldscientific.com/doi/10.1142/S0219024919500341)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/optimization/equal-volatility-weighted"
  encoding: json
  input: {
    type: "object"
    required: ["assets", "assetsVolatilities"]
    properties: {
      assets: {
        type: "integer"
        description: "The number of assets"
      }
      assetsVolatilities: {
        type: "array"
        description: "assetsVolatilities[i] is the volatility of the asset i"
        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"
        }
      }
    }
  }
}