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Questions Branch: Portfolio problem

Join the chat at https://gitter.im/ScPo-CompEcon/HW_constrained

  1. Fork this repo
  2. do the work
  3. make sure the tests run and pass
    1. you should test as you go along
    2. test the gradients of objective and constraint are correct
    3. You should submit your code for testing at Travis, like last week.
    4. To make sure that this works, please don't change any file or module names.
    5. for a recap of how the travis hook works, please refer to the outline posted at the unconstrained maximization homework
  4. send a pull request 24h before next class.
  5. Questions in the ijulia notebook

License

Please observe that this repo is part of the Sciences Po CompEcon Organisation and therefore subject to the license detailed at the bottom of The Syllabus repo.