market risk as a liquidity provider in exchange for earning commissions on each trade. Here we analyze the risk profile of a … liquidity provider and the so called impermanent (unrealized) loss in particular. We provide a corrected version of the commonly … denoted impermanent loss function for Uniswap v2 on the semi-infinite domain. The differences between Uniswap v2 and v3 are …

probability of occurrence. The corresponding risk measure, called Loss VaR (LVaR), determines the minimal capital injection that …We introduce a class of quantile-based risk measures that generalize Value at Risk (VaR) and, likewise Expected … regardless of the size of potential losses. We allow for a range of confidence levels that depend on the loss magnitude. The key …