@Override public double getReturnVariance() { if (myReturnVariance == null) { final MarketEquilibrium tmpMarketEquilibrium = new MarketEquilibrium(this.getCovariances()); final BasicMatrix tmpWeightsVector = this.getAssetWeights(); myReturnVariance = tmpMarketEquilibrium.calculatePortfolioVariance(tmpWeightsVector).getNumber(); } return myReturnVariance.doubleValue(); }