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.
Liquidity provider returns in geometric mean markets
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
method 1
citation-polarity summary
fields
q-fin.TR 1years
2026 1verdicts
CONDITIONAL 1roles
method 1polarities
use method 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.