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Details about Mikhail V. Sokolov

Workplace:St. Petersburg Institute for Economics and Mathematics, Russian Academy of Sciences (RAS), (more information at EDIRC)
Faculty of Economics, St. Petersburg State University, (more information at EDIRC)
Department of Economics, European University at St. Petersburg, (more information at EDIRC)

Access statistics for papers by Mikhail V. Sokolov.

Last updated 2016-12-06. Update your information in the RePEc Author Service.

Short-id: pso275


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Working Papers

2020

  1. How to Measure the Average Rate of Change?
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics Downloads

2016

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

2013

  1. A Theory of Average Growth Rate Indices
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics Downloads
    See also Journal Article in Mathematical Social Sciences (2014)

2011

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

Journal Articles

2016

  1. Benchmark-based evaluation of portfolio performance: a characterization
    Annals of Finance, 2016, 12, (3), 409-440 Downloads View citations (1)

2014

  1. A theory of average growth rate indices
    Mathematical Social Sciences, 2014, 71, (C), 101-115 Downloads View citations (4)
    See also Working Paper (2013)

2011

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

2008

  1. Computing and testing a stable common currency for Mercosur countries
    Journal of Applied Economics, 2008, 11, 193-220 Downloads View citations (2)
  2. Deriving weights from general pairwise comparison matrices
    Mathematical Social Sciences, 2008, 55, (2), 205-220 Downloads View citations (9)

2007

  1. Synthetic money
    International Review of Economics & Finance, 2007, 16, (2), 161-168 Downloads View citations (3)

2004

  1. Computing currency invariant indices with an application to minimum variance currency baskets
    Journal of Economic Dynamics and Control, 2004, 28, (8), 1481-1504 Downloads View citations (18)
 
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