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

• Unité de recherche: INNOSUISSE
• Numéro de projet: 140.020 INNO-SBM
• Titre du projet anglais: Adaptive Covered-Call Management: A Data-Driven Framework for Selection, Closing, and Rolling Decisions

Mots-clé (Anglais)

Social sciences & business management, Finance

Résumé des résultats (Abstract) (Anglais)

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.