Possible typos in chapters 10, 11, 12

[fayolle]

• chapter 10:

  • 10.1.1 Regression analysis "Hence, the error is expressed in a percentage score and the averages are simply equal to: where the latter can be scaled by a square root if need be." The expression is missing after "to:" and before "where"
  • 10.2.1 "Given an unknown sample x, the decomposition of the average squared error is" the expression for the decomposition is missing
  • 10.2.4 "to prevent the model from going to deep" -> "to prevent the model from going too deep"
  • 10.3 "critical to choose each trial for b wisely." -> p instead of b?
  • 10.3 In (10.11), and just before, shouldn't it be p^{(m+1)} instead of p^{m+1}? Similarly in step 2b, 2c and 3?

• chapter 11:

  • 11.1 "where while the second term converges to zero as M increases, the second term remains ... " -> "... the first term remains ..."
  • 11.1 "constraint in the construction mean-variance allocations." -> "... in the construction of mean-variance allocations." ?

• chapter 12:

  • 12.2 "The term $(w-w{-}) \Lambda (w-w{-})$ is an expression that characterizes ..." -> The transpose is missing for the first term $(w-w{-})' \Lambda (w-w{-})$
  • The transpose is also missing in the expression of the Lagrangian (just after "Recalling that there are $N$ assets ...")
  • 12.2 The expression of the Lagrangian is overflowing (just after "Recalling that there are $N$ assets ...")
  • 12.3.2 There is an extra "=" in the geometric average $\tilde{\mu}_B$ (just after "above but the geometric one is also an option, in which case:")
  • 12.4 Some text/equations are missing just after: "is the theoretical average maximum SR. Moreover," and before: "If t defined above is below a certain threshold ..."
  • 12.5 The reference was not processed correctly in "In factor investing, there does not seem to be such invariance (see \cite(cornell2020stock))." I.e. "\cite" appears in the text.

[shokru]

Thanks a lot! (again!). I think I was able to solve everything, except the overflowing, which is not a super big deal. I'm getting more and more confident that the revised version of the book will almost be typo-free!