The simple portfolio model from Saltelli et al. (2004) is in the pipeline (see Issue #319). The model is a linear three-dimensional model. The modulus version of the portfolio model focuses on the deviation of the portfolio from risk neutrality. This particular version complicates a bit the matter by introducing non-additivity and non-monotonicity to the original simple model.
The simple portfolio model from Saltelli et al. (2004) is in the pipeline (see Issue #319). The model is a linear three-dimensional model. The modulus version of the portfolio model focuses on the deviation of the portfolio from risk neutrality. This particular version complicates a bit the matter by introducing non-additivity and non-monotonicity to the original simple model.