---
title: "Equal Volatility Weighted Portfolio"
method: POST
path: "/portfolios/optimization/equal-volatility-weighted"
tags: ["Portfolio Optimization"]
---

# Equal Volatility Weighted Portfolio

`POST /portfolios/optimization/equal-volatility-weighted`

Compute the asset weights of the equal volatility-weighted portfolio.

References
 * [Tristan Froidure, Khalid Jalalzai and Yves Choueifaty, Portfolio Rho-Representativity, International Journal of Theoretical and Applied FinanceVol. 22, No. 07, 1950034 (2019)](https://www.worldscientific.com/doi/10.1142/S0219024919500341)

## Request body

- object
  - `assets` integer, required — The number of assets
  - `assetsVolatilities` number[], required — assetsVolatilities[i] is the volatility of the asset i

## Response `200`

OK

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

---

[API](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer.md) · [All operations](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/portfoliooptimizer/portfolio-optimizer/versions/479fd4ac44aa/schema)