MAIN RESEARCH FIELDS
Utility theory (axiomatization of preference representations), Theory of economic index numbers (axiomatic approach), The representational theory of measurement
Alekseev A. G., Sokolov M. V. (2016). Benchmark-based evaluation of portfolio performance: a characterization. Annals of Finance, 12 (3–4), pp. 409–440.
Alexeev A. G., Sokolov M. V. (2014). A theory of average growth rate indices. Mathematical Social Sciences, 71, pp. 101–115.
Sokolov M. V. (2011). On scale-invariant parametric families of functions. Journal of Mathematical Economics, 47 (4–5), pp. 500–507.
Sokolov M. V. (2011). Interval scalability of rank-dependent utility. Theory and Decision, 70 (3), pp. 255–282.
Viale A. M., Kolari J. W., Hovanov N. V., Sokolov M. V. (2008). Computing and testing a stable common currency for Mercosur countries. Journal of Applied Economics, 11 (1), pp. 193–220.
Hovanov N. V., Kolari J. W., Sokolov M. V. (2008). Deriving weights from general pairwise comparison matrices. Mathematical Social Sciences, 55 (2), pp. 205–220.
Hovanov N. V., Kolari J. W., Sokolov M. V. (2007). Synthetic money. International Review of Economics and Finance, 16 (2), pp. 161–168.
Hovanov N. V., Kolari J. W., Sokolov M. V. (2004). Computing currency invariant indices with an application to minimum variance currency baskets. Journal of Economic Dynamics and Control, 28 (8), pp. 1481–1504.
Podkorytova, O. A., Sokolov M. V. (2016). Time Series Analysis: Textbook for BA and MA levels. Moscow, URAIT. (In Russian; 2nd edition — 2017).
2014–2016 RFBR grant № 14-06-00347. Risk evaluation for long-term financial projects.
2011–2013 RFBR grant № 11-06-00183-a. Mathematical models of the new political economy: economic growth, inequality and natural resources.
2010–2012 RFBR grant № 10-06-00130-а. Mathematical and computer models of stable aggregate currency.