[WIP] Add stable points for PortfolioConsumerType

[alanlujan91]

This is inheriting the way to calculate stable points from ConsIndShock, which might not be appropriate for PortfolioConsumerType but provides a starting point.

• Tests for new functionality/models or Tests to reproduce the bug-fix in code.
• Updated documentation of features that add new functionality.
• Update CHANGELOG.md with major/minor changes.

[codecov]

Codecov Report

Patch coverage: 100.00% and project coverage change: +0.04 🎉

Comparison is base (09f1843) 72.55% compared to head (72e0018) 72.59%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1259      +/-   ##
==========================================
+ Coverage   72.55%   72.59%   +0.04%     
==========================================
  Files          78       78              
  Lines       13009    13028      +19     
==========================================
+ Hits         9439     9458      +19     
  Misses       3570     3570              

Impacted Files	Coverage Δ
HARK/ConsumptionSaving/ConsPortfolioModel.py	90.23% <100.00%> (+0.41%)	⬆️
HARK/ConsumptionSaving/ConsRiskyAssetModel.py	44.36% <100.00%> (ø)

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[llorracc]

Alan,

Seb has a PR to the LucasAssetPrice that has a formula that, if it is correct, should be the right impatience condition for the portfolio choice model (when the risky return from the standpoint of the portfolio choice consumer is the portfolio-weighted return). I don’t have time to review Seb’s PR right now — I did the derivations for the approximate formula, which were what was needed for the pedagogical purpose of the handout, and Seb has tried to turn that into the exact formula in levels (that’s what his PR does). If you could review that, then incorporate that formula into the PortfolioConsumerType model (with a comment linking to the LAP lecture notes as the justification), that would be great.

cc’ing Akshay because I’ve mentioned to him that this would be a useful small extension to the derivations in the BufferStockTheory paper that he is reviewing for me. Presumably the condition in my LAP model is identical to impatience formulas in Stachurski, Ma, and Toda (if I am right that their model is one with only rate-of-return risk).

PS. I've added all three of you as collaborators, so that Alan can merge Seb's PR after review.