Simplest possible portfolio model with frames

[sbenthall]

An implementation of framing in the simplest possible portfolio model, where reallocation is possible every period.

[sbenthall]

This is going to be even "simpler" from the perspective of adapting code and be a rewrite of the original HARK portfolio model.

I need to do it this way because the first such model will use the frames for simulation only.

Using frames, with first order condition equations and the like, in the solver depends on some unresolved architecture issues see #856