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Optimal Fees for Liquidity Provision in Automated Market Makers
computational-financeeconomicsgeneral-economicsoptimization-and-controlportfolio-managementtrading-and-market-microstructure
Passive liquidity providers (LPs) in automated market makers (AMMs) face losses due to adverse selection (LVR), which static trading fees often fail to offset in practice. We study the key determinants of LP profitability in a dynamic reduced-form model where an AMM operates in parallel with a centr
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