Correlation matrices with the Perron Frobenius property
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Publication:4568087
zbMATH Open1390.15026MaRDI QIDQ4568087FDOQ4568087
Authors: Phelim Boyle, Thierno B. N'Diaye 
Publication date: 15 June 2018
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Cites Work
- Title not available (Why is that?)
- On matrices with Perron--Frobenius properties and some negative entries
- On Perron-Frobenius property of matrices having some negative entries
- Perron-Frobenius theorem for matrices with some negative entries
- Cauchy's interlace theorem and lower bounds for the spectral radius
- Sign patterns that allow eventual positivity
- Statistical arbitrage in the US equities market
- Title not available (Why is that?)
- Two characterizations of matrices with the Perron-Frobenius property
- Positive weights on the efficient frontier
- Linear operators preserving correlation matrices
- Short Positions in the First Principal Component Portfolio
Cited In (6)
- A characterization of positive matrices
- Florentine rows or left-right shifted permutation matrices with cross- correlation values \(\leq 1\)
- Title not available (Why is that?)
- The shape of partial correlation matrices
- Correlations whose squares are perspectivities
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
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