---
title: "Equal Sharpe Ratio Contributions Portfolio"
method: POST
path: "/portfolios/optimization/equal-sharpe-ratio-contributions"
tags: ["Portfolio Optimization"]
---

# Equal Sharpe Ratio Contributions Portfolio

`POST /portfolios/optimization/equal-sharpe-ratio-contributions`

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

References
 * [Andreas Steiner, Sharpe Ratio Contribution and Attribution Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1839166")

## Request body

- object
  - `assets` integer, required — The number of assets
  - `assetsMeanReturns` number[], required — assetsMeanReturns[i] is the arithmetic (expected) return of asset i
  - `assetsCovarianceMatrix` array[], required — assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j
    - number[]
  - `riskFreeReturn` number — The constant risk-free arithmetic return over the considered time period, in percentage

## Response `200`

OK

- object
  - `assetsWeights` number[], required — assetsWeights[i] is the weight of the asset i in the portfolio, in percentage

---

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