A fee-bearing geometric mean market maker can enforce a target-weight portfolio, and its simulations beat VBIAX, EQL, and EDOW in return and tracking error over selected fee ranges.
Optimal fees for geometric mean market makers
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
q-fin.TR 1years
2026 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
Mandate without Managers: Automated Market Makers as Verifiable Portfolio Products
A fee-bearing geometric mean market maker can enforce a target-weight portfolio, and its simulations beat VBIAX, EQL, and EDOW in return and tracking error over selected fee ranges.