DeFi vault risk is decomposed into three levels with six on-chain mechanical features generating new loss channels, yielding five aggregated credit risk metrics and an on-chain estimation architecture.
author Pedersen, L
7 Pith papers cite this work. Polarity classification is still indexing.
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Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.
citing papers explorer
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Vault as a credit instrument
DeFi vault risk is decomposed into three levels with six on-chain mechanical features generating new loss channels, yielding five aggregated credit risk metrics and an on-chain estimation architecture.
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Non-unique time and market incompleteness
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
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Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.
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