Hedging Dynamic Fund Protection: A Static Versus Dynamic Comparison
IIM Kozhikode Society & Management Review
Published online on September 02, 2023
Abstract
IIM Kozhikode Society & Management Review, Volume 15, Issue 1, Page 7-20, January 2026.
The static nature of the downside protection offered by a standard Put option can motivate investors to use exotic option contracts like dynamic fund protection (DFP), which protects the underlying asset value throughout its life. DFP has a path-dependent ...
The static nature of the downside protection offered by a standard Put option can motivate investors to use exotic option contracts like dynamic fund protection (DFP), which protects the underlying asset value throughout its life. DFP has a path-dependent ...