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

Research unit

INNOSUISSE

Project number

140.020 INNO-SBM

Project title

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

Texts for this project

	German	French	Italian	English
Key words	-	-	-
Abstract	-	-	-

Category	Text
Key words (English)	Social sciences & business management, Finance
Abstract (English)	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.