---
title: The Disposition Effect, Political Uncertainty and Rollover Behavior
url: https://www.ml-quant.com/papers/ssrn/4809305/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4809305
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4809305
featured: 2024-05-01
citations: 0
topic: Derivatives & Volatility
---


# The Disposition Effect, Political Uncertainty and Rollover Behavior

Institutional investors tend to rollover index options and futures contracts when facing higher unrealized losses as expiration dates near, particularly during political uncertainty, but this strategy is unprofitable.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4809305
- Identifier: SSRN 4809305
- Released: 2024-04-27
- First featured: Quant Letter No. 47 (2024-05-01): https://www.ml-quant.com/issues/2024-05-01/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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