Mikhail Sokolov

Academic paper/Article

• 2025 Sokolov M.V., Polyakova E.V. An interval-valued extension of the internal rate of return // Annals of Finance. 2025. Vol. 21(4). P. 415–433.
• 2024 Sokolov M.V. NPV, IRR, PI, PP, and DPP: A unified view // Journal of Mathematical Economics. 2024. Vol.114. 102992.
• 2021 Alekseev A., Sokolov M.V. How to measure the average rate of change? // Mathematical Social Sciences. 2021. Vol. 113. P. 43-59.
• 2016 Alekseev A.G., Sokolov M.V. Benchmark-based evaluation of portfolio performance: a characterization // Annals of Finance. 2016. Vol. 12(3). P. 409–440.
• 2014 Alexeev A.G., Sokolov M.V. A theory of average growth rate indices // Mathematical Social Sciences. 2014. Vol. 71. P. 101–115.
• 2011 Sokolov M.V. On scale-invariant parametric families of functions // Journal of Mathematical Economics. 2011. Vol. 47. №4–5. P. 500–507.
• 2011 Sokolov M.V. Interval scalability of rank-dependent utility // Theory and Decision. 2011. Vol. 70(3). P. 255–282.
• 2008 Viale A.M., Kolari J.W., Hovanov N.V., Sokolov M.V. Computing and testing a stable common currency for Mercosur countries // Journal of Applied Economics. 2008. Vol. 11(1). P. 193–220.
• 2008 Hovanov N.V., Kolari J.W., Sokolov M.V. Deriving weights from general pairwise comparison matrices // Mathematical Social Science. 2008. Vol. 55. №2. P. 205–220.
• 2007 Hovanov N.V., Kolari J.W., Sokolov M.V. Synthetic money // International Review of Economics and Finance. 2007. Vol. 16. №2. P. 161–168.
• 2004 Hovanov N.V., Kolari J.W., Sokolov M.V. Computing currency invariant indices with an application to minimum variance currency baskets // Journal of Economic Dynamics and Control. 2004. Vol. 28. №8. P. 1481–1504.

Preprint

• 2025 Sokolov M.V. Defining the payback period for nonconventional cash flows: an axiomatic approach // arXiv:2511.03568. 2025.
• 2023 Sokolov M.V. An effective interest rate cap: a clarification // arXiv:2307.08861. 2023. 34 p.

Tutorials

• 2017 Подкорытова О.А., Соколов М.В. Анализ временных рядов: учеб. пособие для бакалавриата и магистратуры. 2-е изд., перераб. и доп. М.: Юрайт, 2017. 267 с.