protected PrimitiveMatrix getViewReturns ( ) { final int tmpRowDim = myViews . size ( ) ; final int tmpColDim = 1 ; final PrimitiveMatrix . DenseReceiver retVal = MATRIX_FACTORY . makeDense ( tmpRowDim , tmpColDim ) ; double tmpRet ; final double tmpRAF = this . getRiskAversion ( ) . doubleValue ( ) ; for ( int i = 0 ; i < tmpRowDim ; i ++ ) { tmpRet = myViews . get ( i ) . getMeanReturn ( ) ; retVal . set ( i , 0 , PrimitiveMath . DIVIDE . invoke ( tmpRet , tmpRAF ) ) ; } return retVal . build ( ) ; }
Scaled by risk aversion factor .