More Consistent Formulas

Another update to the paper is out, this time I really went through and tried to clean up all the formulas to make them more consistent. This is a general problem in the literature, where different authors use the same symbol for different things sometimes and other times they use different symbols for the same thing.

There are probably still a few holdouts in the paper, but the general rule is I use E(r) for the scalar expected return on a portfolio, and π as the vector of returns from something. I've tried to keep σ and ω straight as well.

Also updated the cookbook to match the paper. This should address the most obvious questions I have been receiving lately regarding my inconsistent formulas.

As always, comments, questions and suggestions are welcome either via the blog comments or via email.