3 papers in the archive (2023–2025), average empirical rigor 4.5/10, average math complexity 7.8/10. Quadrant mix: Holy Grail ×1, Lab Rats ×2.
Works mostly in Crypto Markets & DeFi, Market Microstructure.
Frequent co-authors: Ciamac C. Moallemi (2), Tim Roughgarden (2), Steven Campbell (1), Philippe Bergault (1), Marcel Nutz (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
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
This paper presents a general framework for the design and analysis of exchange mechanisms between two assets that unifies and enables comparisons between the two dominant paradigms for exchange, constant function market markers (CFMMs) and limit order books (LOBs). In our framework, each liquidity
In decentralized finance (“DeFi”), automated market makers (AMMs) enable traders to programmatically exchange one asset for another. Such trades are enabled by the assets deposited by liquidity providers (LPs). The goal of this paper is to characterize and interpret the optimal (i.e., profit-maximiz