Details about Mikhail V. Sokolov

Access statistics for papers by Mikhail V. Sokolov.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pso275

Working Papers

2024

1. An effective interest rate cap: a clarification
   Papers, arXiv.org
2. NPV, IRR, PI, PP, and DPP: a unified view
   Papers, arXiv.org
   Also in EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics (2023)
   See also Journal Article NPV, IRR, PI, PP, and DPP: A unified view, Journal of Mathematical Economics, Elsevier (2024) (2024)

2020

3. How to Measure the Average Rate of Change?
   EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics
   See also Journal Article How to measure the average rate of change?, Mathematical Social Sciences, Elsevier (2021) View citations (1) (2021)

2016

4. Portfolio Return Relative to a Benchmark
   EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics

2013

5. A Theory of Average Growth Rate Indices
   EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics
   See also Journal Article A theory of average growth rate indices, Mathematical Social Sciences, Elsevier (2014) View citations (5) (2014)

2011

6. A Note on Indices of Return
   EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics

Journal Articles

2024

1. NPV, IRR, PI, PP, and DPP: A unified view
   Journal of Mathematical Economics, 2024, 114, (C)
   See also Working Paper NPV, IRR, PI, PP, and DPP: a unified view, Papers (2024) (2024)

2021

2. How to measure the average rate of change?
   Mathematical Social Sciences, 2021, 113, (C), 43-59 View citations (1)
   See also Working Paper How to Measure the Average Rate of Change?, EUSP Department of Economics Working Paper Series (2020) (2020)

2016

3. Benchmark-based evaluation of portfolio performance: a characterization
   Annals of Finance, 2016, 12, (3), 409-440 View citations (4)

2014

4. A theory of average growth rate indices
   Mathematical Social Sciences, 2014, 71, (C), 101-115 View citations (5)
   See also Working Paper A Theory of Average Growth Rate Indices, EUSP Department of Economics Working Paper Series (2013) (2013)

2011

5. Interval scalability of rank-dependent utility
   Theory and Decision, 2011, 70, (3), 255-282
6. On scale-invariant parametric families of functions
   Journal of Mathematical Economics, 2011, 47, (4-5), 500-507

2008

7. Computing and Testing a Stable Common Currency for Mercosur Countries
   Journal of Applied Economics, 2008, 11, (1), 193-220 View citations (3)
   Also in Journal of Applied Economics, 2008, 11, 193-220 (2008) View citations (3)
8. Deriving weights from general pairwise comparison matrices
   Mathematical Social Sciences, 2008, 55, (2), 205-220 View citations (14)

2007

9. Synthetic money
   International Review of Economics & Finance, 2007, 16, (2), 161-168 View citations (5)
   See also Chapter Synthetic Money, Springer Books, 2005, 293-303 (2005) (2005)

2004

10. Computing currency invariant indices with an application to minimum variance currency baskets
    Journal of Economic Dynamics and Control, 2004, 28, (8), 1481-1504 View citations (25)

Chapters

2005

1. Synthetic Money
   Springer
   See also Journal Article Synthetic money, Elsevier (2007) View citations (5) (2007)