2 papers
q-fin.MF2026
Capital allocation on decentralized lending platforms
Bastien Baude, Vincent Danos, Hamza El Khalloufi
This work complements our previous paper, which studies borrower-side strategies in decentralized lending markets, by focusing on lender-side capital allocation. We consider a lend…
q-fin.MF2026
Leveraged positions on decentralized lending platforms
Bastien Baude, Vincent Danos, Hamza El Khalloufi
We develop a mathematical framework to optimize leveraged staking ("loopy") strategies in Decentralized Finance (DeFi), in which a staked asset is supplied as collateral, the under…