code: Scalar<?> calculateImpliedRiskAversion(final PrimitiveMatrix assetWeights, final PrimitiveMatrix assetReturns) {
  
          Scalar<?> retVal = myCovariances.multiply(assetWeights).solve(assetReturns).toScalar(0, 0);
  
          if (retVal.isSmall(PrimitiveMath.ONE)) {
              retVal = BigScalar.ONE;
          } else if (!retVal.isAbsolute()) {
              retVal = retVal.negate();
          }
  
          return retVal;
      }
docs: Will calculate the risk aversion factor that is the best fit for an observed pair of market portfolio
  weights and equilibrium/historical excess returns.