---
title: "Changes to Shrunk Covariance Matrix"
method: POST
path: "/assets/covariance/matrix/shrunk"
---

# Changes to Shrunk Covariance Matrix

`POST /assets/covariance/matrix/shrunk`

> Every recorded change to this endpoint, newest first.

## Timeline

Changed in 1 of 11 revisions.

- **2026-08-10** `d016f340e91c` — 1 info

## Changes

- **2026-08-10** `d016f340e91c` — 1 info
  - added the new `maximumCorrelationCovarianceMatrix` enum value to the request property `oneOf[subschema #1]/shrinkageTargetCovarianceMatrix`

---

[Operation](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/docs/assets/covariance/matrix/shrunk/post.md) · [API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) · [Page](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/changes/assets/covariance/matrix/shrunk/post)