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Model-Free Hedging of Impermanent Loss in Geometric Mean Market Makers with Proportional Transaction Fees

Masaaki Fukasawa et al.

Applied Mathematical Finance2024https://doi.org/10.1080/1350486x.2024.2404058article
AJG 2ABDC B
Weight
0.56

Abstract

This is an Accepted Manuscript of an article published by Taylor & Francis in Applied Mathematical Finance (31) on 5 Feb 2025, available at https://doi.org/10.1080/1350486X.2024.2404058.

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https://doi.org/https://doi.org/10.1080/1350486x.2024.2404058

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@article{masaaki2024,
  title        = {{Model-Free Hedging of Impermanent Loss in Geometric Mean Market Makers with Proportional Transaction Fees}},
  author       = {Masaaki Fukasawa et al.},
  journal      = {Applied Mathematical Finance},
  year         = {2024},
  doi          = {https://doi.org/https://doi.org/10.1080/1350486x.2024.2404058},
}

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Model-Free Hedging of Impermanent Loss in Geometric Mean Market Makers with Proportional Transaction Fees

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Evidence weight

0.56

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.61 × 0.4 = 0.25
M · momentum0.57 × 0.15 = 0.09
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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