action portfoliooptimizer_post_portfolio_simulation_rebalancing_random_weight {
  label: "Random-weight Portfolio Rebalancing"
  description: "Simulate the evolution of one or several portfolio(s) over one or several time period(s), the portfolio(s) being rebalanced toward random weights at the beginning of each time period.\n\nReferences\n* [R Stein, Not fooled by randomness: Using random portfolios to analyse investment funds, Investment Analysts Journal, 43:79, 1-15, DOI: 10.1080/10293523.2014.11082564](https://www.tandfonline.com/doi/abs/10.1080/10293523.2014.11082564)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/simulation/rebalancing/random-weight"
  encoding: json
  input: {
    type: "object"
    required: ["assets"]
    properties: {
      assets: {
        type: "array"
        items: {
          type: "object"
          required: ["assetPrices"]
          properties: {
            assetPrices: {
              type: "array"
              description: "assetPrices[t] is the price of the asset at the time t"
              items: {
                type: "number"
              }
            }
          }
        }
      }
      portfolios: {
        type: "integer"
        description: "The number of portfolios to simulate"
      }
    }
  }
  output: {
    type: "object"
    required: ["portfolios"]
    properties: {
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["portfolioValues"]
          properties: {
            portfolioValues: {
              type: "array"
              description: "portfolioValues[t] is the value of the portfolio at the time t"
              items: {
                type: "number"
              }
            }
          }
        }
      }
    }
  }
}