Adaptive Covered-Call Management: A Data-Driven Framework for Selection, Closing, and Rolling Decisions

• Forschungsstelle: INNOSUISSE
• Projektnummer: 140.020 INNO-SBM
• Projekttitel Englisch: Adaptive Covered-Call Management: A Data-Driven Framework for Selection, Closing, and Rolling Decisions

Schlüsselwörter (Englisch)

Social sciences & business management, Finance

Abstract (Englisch)

This project assesses the feasibility of a transparent, data-driven framework for selecting, closing, and rolling covered calls in equity-income portfolios. It tests whether economically meaningful decision points can be reconstructed or simulated using option, equity, Greek, and volatility data.