Johnew Zhang

Columbia University - Columbia Business School, Finance

3022 Broadway

New York, NY 10027

United States

Department of Statistics and Actuarial Science, University of Waterloo

Research Assistant

Waterloo, Ontario N2L 3G1

Canada

  • Columbia University - Columbia Business School, Finance

  • Department of Statistics and Actuarial Science, University of Waterloo

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Correlation Matrices with the Perron-Frobenius Property

Number of pages: 43 Posted: 11 Sep 2014
Phelim P. Boyle, Shui Feng, David Melkuev, Johnew Zhang and Johnew Zhang
Wilfrid Laurier University - School of Business & Economics, Department of Mathematics and Statistics, McMaster University, Canada, Department of Statistics and Actuarial Science, University of Waterloo and Department of Statistics and Actuarial Science, University of WaterlooColumbia University - Columbia Business School, Finance
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Perron-Frobenius, Correlation-matrices