In the intermediate time regime, impermanent loss and loss-versus-rebalancing share the same expectation value but have very different distribution functions, a distinction that widens at long times and shifts when fees are introduced.
Applied Mathematical Finance 30 30, 2 (2023), 69–93
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Impermanent loss and Loss-vs-Rebalancing II
In the intermediate time regime, impermanent loss and loss-versus-rebalancing share the same expectation value but have very different distribution functions, a distinction that widens at long times and shifts when fees are introduced.