I apologise in advance if I say something very stupid, I feel a bit out of my depth here. So according to wikipedia if I have a system prepared in a state given by a density matrix $$\rho=\sum_{j} p_{j}\left|\psi_{j}\right\rangle\left\langle\psi_{j}\right|$$ and I want to measure some observable $A$ then I can measure the probability of getting a measurement $m$ for the observable $A$ using the following:
$$p(m)=\sum_{j} p_{j}\left\langle\psi_{j}\left|\Pi_{m}\right| \psi_{j}\right\rangle=\operatorname{tr}\left[\Pi_{m}\left(\sum_{j} p_{j}\left|\psi_{j}\right\rangle\left\langle\psi_{j}\right|\right)\right]$$
where $\Pi_{m}$ is the projector. Now I know that when $\Pi_{m}$ acts on a basis state $\mid \psi_j \rangle$ it gives $\langle\phi_m \mid \psi_j\rangle$ where $\mid \phi_m \rangle$ is the eigenstate of $A$ with eigenvalue $m$. So if I wanted to find the matrix which gives this projector $\Pi_{m}$ then I just construct a matrix whose rows are the conjugate transpose of $\mid \phi_m \rangle$... Is this correct?