diff --git a/calculate/weights.go b/calculate/weights.go
index 2e7a39b..f2ee0fb 100644
--- a/calculate/weights.go
+++ b/calculate/weights.go
@@ -12,6 +12,10 @@ func EqualWeights(ws []float64) {
 }
 
 func InverseVarianceWeights(ws []float64, vols []float64) {
+	if len(ws) != len(vols) {
+		panic("length of weights and volatilizes must be equal")
+	}
+
 	inverseVars := make([]float64, len(vols))
 	for i := range vols {
 		inverseVars[i] = 1.0 / Variance(vols[i])
@@ -28,6 +32,18 @@ func InverseVarianceWeights(ws []float64, vols []float64) {
 }
 
 func EqualRiskContributionWeights(ctx context.Context, ws []float64, vols []float64, correlations [][]float64) error {
+	if len(ws) != len(vols) {
+		panic("length of weights and volatilizes must be equal")
+	}
+	if len(ws) != len(correlations) {
+		panic("length of weights and correlations must be equal")
+	}
+	for _, row := range correlations {
+		if len(row) != len(correlations) {
+			panic("correlations must be a square matrix")
+		}
+	}
+
 	target := 1.0 / float64(len(vols))
 	return optWeights(ctx, ws, func(ws []float64) float64 {
 		riskWeights := RiskWeights(PortfolioVolatility(vols, ws, correlations))
@@ -40,6 +56,10 @@ func EqualRiskContributionWeights(ctx context.Context, ws []float64, vols []floa
 }
 
 func EqualInverseVolatilityWeights(ws []float64, vols []float64) {
+	if len(ws) != len(vols) {
+		panic("length of weights and volatilizes must be equal")
+	}
+
 	inverseVols := make([]float64, len(vols))
 	for i := range vols {
 		inverseVols[i] = 1.0 / vols[i]
@@ -56,6 +76,10 @@ func EqualInverseVolatilityWeights(ws []float64, vols []float64) {
 }
 
 func EqualVolatilityWeights(ws []float64, vols []float64) {
+	if len(ws) != len(vols) {
+		panic("length of weights and volatilizes must be equal")
+	}
+
 	sum := 0.0
 	for i := range vols {
 		sum += vols[i]