# skfolio.utils.stats.inverse_volatility_weights ### skfolio.utils.stats.inverse_volatility_weights(covariance) Inverse-volatility portfolio weights from a covariance matrix. Computes weights proportional to the inverse standard deviation: $w_i \propto 1/\sigma_i$, normalized to sum to 1. * **Parameters:** **covariance** *ndarray of shape (n, n)* : Covariance matrix. * **Returns:** **w** *ndarray of shape (n,)* : Normalized weights summing to 1.