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Alexander, Abe

  1. Impermanent loss and loss-vs-rebalancing I: some statistical properties
    2024/10/01 by Abe Alexander, Alexander, Abe, Lars Fritz +1 · 1 citation
    Decision Sciences · #FOS: Economics and business #Probability and Risk Models #Statistical Finance (q-fin.ST)
  2. Impermanent loss and Loss-vs-Rebalancing II
    2025/02/06 by Abe Alexander, Alexander, Abe, Guillaume Lambert +3 · 1 citation
    Decision Sciences · #FOS: Economics and business #Probability and Risk Models #Statistical Finance (q-fin.ST)