POportfoliooptimizer
Portfolio Optimization

Equal Sharpe Ratio Contributions Portfolio

Changed on

Compute the asset weights of the equal Sharpe Ratio contributions portfolio.

References

post/portfolios/optimization/equal-sharpe-ratio-contributions

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/optimization/equal-sharpe-ratio-contributions
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required

The number of assets

assetsMeanReturnsnumber[] required

assetsMeanReturns[i] is the arithmetic (expected) return of asset i

riskFreeReturnnumber

The constant risk-free arithmetic return over the considered time period, in percentage

Response

OK

assetsWeightsnumber[] required

assetsWeights[i] is the weight of the asset i in the portfolio, in percentage

Changes