Details about Mikhail V. Sokolov
Access statistics for papers by Mikhail V. Sokolov.
Last updated 2021-11-11. Update your information in the RePEc Author Service.
Short-id: pso275
Jump to Journal Articles Chapters
Working Papers
2020
- 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 in Mathematical Social Sciences (2021)
2016
- Portfolio Return Relative to a Benchmark
EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics
2013
- 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 in Mathematical Social Sciences (2014)
2011
- A Note on Indices of Return
EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics
Journal Articles
2021
- How to measure the average rate of change?
Mathematical Social Sciences, 2021, 113, (C), 43-59 
See also Working Paper (2020)
2016
- Benchmark-based evaluation of portfolio performance: a characterization
Annals of Finance, 2016, 12, (3), 409-440 View citations (1)
2014
- A theory of average growth rate indices
Mathematical Social Sciences, 2014, 71, (C), 101-115 View citations (5)
See also Working Paper (2013)
2011
- Interval scalability of rank-dependent utility
Theory and Decision, 2011, 70, (3), 255-282
- On scale-invariant parametric families of functions
Journal of Mathematical Economics, 2011, 47, (4-5), 500-507
2008
- 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)
- Deriving weights from general pairwise comparison matrices
Mathematical Social Sciences, 2008, 55, (2), 205-220 View citations (11)
2007
- Synthetic money
International Review of Economics & Finance, 2007, 16, (2), 161-168 View citations (5)
See also Chapter (2005)
2004
- 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 (22)
Chapters
2005
- Synthetic Money
Springer
See also Journal Article in International Review of Economics & Finance (2007)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|