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

# Inverse Volatility Weighted Portfolio

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

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

References
 * [Raul Leote de Carvalho and al., Demystifying Equity Risk-Based Strategies: A Simple Alpha Plus Beta Description](https://doi.org/10.3905/jpm.2012.38.3.056)

## 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)