code: public PrimitiveMatrix calculateAssetWeights(final PrimitiveMatrix assetReturns) {
          final PrimitiveMatrix tmpAssetWeights = myCovariances.solve(assetReturns);
          if (myRiskAversion.compareTo(DEFAULT_RISK_AVERSION) == 0) {
              return tmpAssetWeights;
          } else {
              return tmpAssetWeights.divide(myRiskAversion);
          }
      }
docs: If the input vector of returns are the equilibrium excess returns then the output is the market
  portfolio weights. This is unconstrained optimisation - there are no constraints on the resulting
  instrument weights.