action portfoliooptimizer_post_portfolio_optimization_inverse_variance_weighted {
  label: "Inverse Variance Weighted Portfolio"
  description: "Compute the asset weights of the inverse variance-weighted portfolio.\n\nReferences\n * [Raul Leote de Carvalho and al., Demystifying Equity Risk-Based Strategies: A Simple Alpha Plus Beta Description](https://doi.org/10.3905/jpm.2012.38.3.056)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/optimization/inverse-variance-weighted"
  encoding: json
  input: {
    type: "object"
    required: ["assets", "assetsVariances"]
    properties: {
      assets: {
        type: "integer"
        description: "The number of assets"
      }
      assetsVariances: {
        type: "array"
        description: "assetsVariances[i] is the variance 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"
        }
      }
    }
  }
}