active.extension: Enable active extension portfolios
In portfolio.optimization: Contemporary Portfolio Optimization

active.extension adds corresponding long/short constraints for a diverse set of active extension portfolios (e.g. 130/30 portfolios)

1	active.extension(model, up = 130, down = 30)

`model`	the portfolio.model to activate
`up`	percentage long (e.g. 130)
`down`	percentage short (e.g. 30)

portfolio.model with active extension enabled

portfolio.optimization documentation built on May 2, 2019, 8:16 a.m.

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