POportfoliooptimizer
Portfolio Analysis / Contributions

Risk Contributions

Changed on

Perform a risk contribution analysis of a portfolio, where the risk measure is the portfolio standard deviation.

References

  • Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
post/portfolios/analysis/contributions/risk

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/analysis/contributions/risk
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required

The number of assets

Response

OK

Changes