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POST
Expected Shortfall Portfolio Optimization

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
returns
number[][]
required

Array of return series, one for each asset

Example:
confidence
number
default:0.95

Confidence level for CVaR calculation

Example:

0.95

target_return
number | null

Target portfolio return for optimization (optional)

Example:

0.08

Response

CVaR per asset

success
boolean
Example:

true

data
object