Re: [ojAlgo-user] Potential bug in org.ojalgo.finance.FinanceUtils.makeCovarianceMatrix() method

[Yang H. <yan...@gm...>]

Hi Anders,

Thanks for the quick fix. It works fine now. However, I realized that I
have another simple question regarding the Risk Aversion Factor of the
several portfolio classes, e.g. MarkowitzModel and MarketEquilibrium. What
is the range for this factor? In some cases, a practical range for the
factor can be between 2 to 4. I couldn't find a clue how this factor can be
defined. Could you please also advise that? Thanks.

-- 
Yang