active.extension: Enable active extension portfolios
Description
active.extension adds corresponding long/short constraints for a
diverse set of active extension portfolios (e.g. 130/30 portfolios)
Usage
active.extension(model, up = 130, down = 30)
Arguments
model
the portfolio.model to activate
up
percentage long (e.g. 130)
down
percentage short (e.g. 30)
Value
portfolio.model with active extension enabled