IDEAS home Printed from https://ideas.repec.org/f/pso275.html
   My authors  Follow this author

Mikhail V. Sokolov

Personal Details

First Name:Mikhail
Middle Name:V.
Last Name:Sokolov
Suffix:
RePEc Short-ID:pso275
[This author has chosen not to make the email address public]

Affiliation

(34%) St. Petersburg Institute for Economics and Mathematics
Russian Academy of Sciences (RAS)

St. Petersburg, Russia
http://emi.nw.ru/

:


RePEc:edi:iesraru (more details at EDIRC)

(33%) Faculty of Economics
St. Petersburg State University

St. Petersburg, Russia
http://www.econ.spbu.ru/

: +7 812 363 64 94
+7 812 363 64 94
191123 Saint-Petersburg, 62 Chaikovskogo St.
RePEc:edi:fespuru (more details at EDIRC)

(33%) Department of Economics
European University at St. Petersburg

St. Petersburg, Russia
http://www.eu.spb.ru/econ/

: +7 (812) 275-1130

3 Gagarinskaya Street, 191187 St. Petersburg
RePEc:edi:feeusru (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alexander Alekseev & Mikhail Sokolov, 2016. "Portfolio Return Relative to a Benchmark," EUSP Department of Economics Working Paper Series Ec-04/16, European University at St. Petersburg, Department of Economics.
  2. Alexander Alexeev & Mikhail Sokolov, 2013. "A Theory of Average Growth Rate Indices," EUSP Department of Economics Working Paper Series Ec-05/13, European University at St. Petersburg, Department of Economics.
  3. Alexander Alexeev & Mikhail Sokolov, 2011. "A Note on Indices of Return," EUSP Department of Economics Working Paper Series Ec-02/11, European University at St. Petersburg, Department of Economics, revised 21 Feb 2011.

Articles

  1. Aleksandr G. Alekseev & Mikhail V. Sokolov, 2016. "Benchmark-based evaluation of portfolio performance: a characterization," Annals of Finance, Springer, vol. 12(3), pages 409-440, December.
  2. Alexeev, Alexander G. & Sokolov, Mikhail V., 2014. "A theory of average growth rate indices," Mathematical Social Sciences, Elsevier, vol. 71(C), pages 101-115.
  3. Sokolov, Mikhail V., 2011. "On scale-invariant parametric families of functions," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 500-507.
  4. Mikhail Sokolov, 2011. "Interval scalability of rank-dependent utility," Theory and Decision, Springer, vol. 70(3), pages 255-282, March.
  5. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2008. "Deriving weights from general pairwise comparison matrices," Mathematical Social Sciences, Elsevier, vol. 55(2), pages 205-220, March.
  6. Ariel M. Viale & James W. Kolari & Nikolai V. Hovanov & Mikhail V. Sokolov, 2008. "Computing and testing a stable common currency for Mercosur countries," Journal of Applied Economics, Universidad del CEMA, vol. 11, pages 193-220, May.
  7. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2007. "Synthetic money," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 161-168.
  8. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2004. "Computing currency invariant indices with an application to minimum variance currency baskets," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1481-1504, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alexander Alexeev & Mikhail Sokolov, 2013. "A Theory of Average Growth Rate Indices," EUSP Department of Economics Working Paper Series Ec-05/13, European University at St. Petersburg, Department of Economics.

    Cited by:

    1. Aleksandr G. Alekseev & Mikhail V. Sokolov, 2016. "Benchmark-based evaluation of portfolio performance: a characterization," Annals of Finance, Springer, vol. 12(3), pages 409-440, December.
    2. Alexander Alekseev & Mikhail Sokolov, 2016. "Portfolio Return Relative to a Benchmark," EUSP Department of Economics Working Paper Series Ec-04/16, European University at St. Petersburg, Department of Economics.

Articles

  1. Alexeev, Alexander G. & Sokolov, Mikhail V., 2014. "A theory of average growth rate indices," Mathematical Social Sciences, Elsevier, vol. 71(C), pages 101-115.
    See citations under working paper version above.
  2. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2008. "Deriving weights from general pairwise comparison matrices," Mathematical Social Sciences, Elsevier, vol. 55(2), pages 205-220, March.

    Cited by:

    1. Paul Thaddeus Kazibudzki, 2016. "An examination of performance relations among selected consistency measures for simulated pairwise judgments," Annals of Operations Research, Springer, vol. 244(2), pages 525-544, September.
    2. Pedro Linares & Sara Lumbreras & Alberto Santamaría & Andrea Veiga, 2016. "How relevant is the lack of reciprocity in pairwise comparisons? An experiment with AHP," Annals of Operations Research, Springer, vol. 245(1), pages 227-244, October.
    3. Changsheng Lin & Gang Kou & Daji Ergu, 2013. "An improved statistical approach for consistency test in AHP," Annals of Operations Research, Springer, vol. 211(1), pages 289-299, December.
    4. Tomashevskii, I.L., 2015. "Eigenvector ranking method as a measuring tool: Formulas for errors," European Journal of Operational Research, Elsevier, vol. 240(3), pages 774-780.
    5. Alfredo Altuzarra & José María Moreno-Jiménez & Manuel Salvador, 2010. "Consensus Building in AHP-Group Decision Making: A Bayesian Approach," Operations Research, INFORMS, vol. 58(6), pages 1755-1773, December.
    6. J. Fülöp & W. Koczkodaj & S. Szarek, 2012. "On some convexity properties of the Least Squares Method for pairwise comparisons matrices without the reciprocity condition," Journal of Global Optimization, Springer, vol. 54(4), pages 689-706, December.
    7. Marcin Anholcer & János Fülöp, 2019. "Deriving priorities from inconsistent PCM using network algorithms," Annals of Operations Research, Springer, vol. 274(1), pages 57-74, March.
    8. András Farkas & Pál Rózsa, 2013. "A recursive least-squares algorithm for pairwise comparison matrices," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(4), pages 817-843, December.

  3. Ariel M. Viale & James W. Kolari & Nikolai V. Hovanov & Mikhail V. Sokolov, 2008. "Computing and testing a stable common currency for Mercosur countries," Journal of Applied Economics, Universidad del CEMA, vol. 11, pages 193-220, May.

    Cited by:

    1. Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli, 2011. "China’s new exchange rate regime, optimal basket currency and currency diversification," MPRA Paper 32642, University Library of Munich, Germany.

  4. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2007. "Synthetic money," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 161-168.

    Cited by:

    1. Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli, 2011. "China’s new exchange rate regime, optimal basket currency and currency diversification," MPRA Paper 32642, University Library of Munich, Germany.
    2. Bonpasse, Morrison, 2007. "The Single Global Currency - Common Cents for the World (2007 Edition)," MPRA Paper 5879, University Library of Munich, Germany.

  5. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2004. "Computing currency invariant indices with an application to minimum variance currency baskets," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1481-1504, June.

    Cited by:

    1. Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev, 2019. "Correlation Patterns in Foreign Exchange Markets," Papers 1902.06483, arXiv.org, revised Feb 2019.
    2. Pontines, Victor, 2015. "How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?," Economic Systems, Elsevier, vol. 39(2), pages 269-287.
    3. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2007. "Synthetic money," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 161-168.
    4. Zohrabyan, Tatevik & Bessler, David A., 2006. "On Price Dynamics in International Wheat Markets," 2006 Conference (50th), February 8-10, 2006, Sydney, Australia 137782, Australian Agricultural and Resource Economics Society.
    5. Egil Ferkingstad & Anders L{o}land & Mathilde Wilhelmsen, 2011. "Causal modeling and inference for electricity markets," Papers 1110.5429, arXiv.org.
    6. Kolari, James W. & Moorman, Ted C. & Sorescu, Sorin M., 2008. "Foreign exchange risk and the cross-section of stock returns," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1074-1097, November.
    7. Fraire, Francisco & Leatham, David J., 2006. "Decision Making Tool to Hedge Exchange Rate Risk," 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC 133082, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    8. Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli, 2011. "China’s new exchange rate regime, optimal basket currency and currency diversification," MPRA Paper 32642, University Library of Munich, Germany.
    9. David Bessler & James Kolari & Thein Maung, 2011. "Dynamic linkages among equity markets: local versus basket currencies," Applied Economics, Taylor & Francis Journals, vol. 43(14), pages 1703-1719.
    10. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2008. "Deriving weights from general pairwise comparison matrices," Mathematical Social Sciences, Elsevier, vol. 55(2), pages 205-220, March.
    11. Siegmann, Arjen, 2004. "Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire?," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1505-1510, June.
    12. Ho, Lok Sang, 2018. "In search of a unit of stable global purchasing power," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 99-108.
    13. Pontines, Victor & You, Kefei, 2015. "Asian Currency Unit (ACU), deviation indicators and exchange rate coordination in East Asia: A panel-based convergence approach," Japan and the World Economy, Elsevier, vol. 36(C), pages 42-55.
    14. Ferkingstad, Egil & Løland, Anders & Wilhelmsen, Mathilde, 2011. "Causal modeling and inference for electricity markets," Energy Economics, Elsevier, vol. 33(3), pages 404-412, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Top Russian Federation Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2011-03-05
  2. NEP-GRO: Economic Growth (1) 2014-08-16

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Mikhail V. Sokolov should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.