Kari Sigurdsson

AQR Capital Management

United Kingdom

SCHOLARLY PAPERS

4

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Top 10,357

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4,313

CITATIONS
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Top 11,053

in Total Papers Citations

37

Scholarly Papers (4)

1.

Price Efficiency and Short Selling

AFA 2008 New Orleans Meetings Paper, IESE Business School Working Paper No. 748, Review of Finance Studies, Vol. 24, No. 3, pp. 821-852, 2011
Number of pages: 41 Posted: 04 Dec 2006 Last Revised: 07 Mar 2011
Pedro A. C. Saffi and Kari Sigurdsson
University of Cambridge - Judge Business School and AQR Capital Management
Downloads 2,946 (3,531)
Citation 34

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Short sales constraints, market efficiency, equity lending markets, extreme returns

2.

Deleveraging Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 48 Posted: 27 Nov 2012 Last Revised: 26 Aug 2016
Scott A. Richardson, Pedro A. C. Saffi and Kari Sigurdsson
AQR Capital Management, LLC, University of Cambridge - Judge Business School and AQR Capital Management
Downloads 838 (26,573)

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Deleveraging, equity lending, short selling, arbitrage capital, funding capital

3.

The Effect of New Money Inflows on the Flow-Performance Relationship in the U.S. Mutual Fund Industry

Number of pages: 31 Posted: 30 Apr 2004
Kari Sigurdsson
AQR Capital Management
Downloads 425 (64,542)
Citation 3

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Mutual Funds, Flow-Performance Relationship, Portfolio Choice

The Costs and Benefits of Performance Fees in Mutual Funds

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 588/2018
Number of pages: 61 Posted: 09 Oct 2018 Last Revised: 20 Dec 2018
Henri Servaes and Kari Sigurdsson
London Business School and AQR Capital Management
Downloads 104 (249,107)

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performance fees in mutual funds, fund returns, value added, fund expenses, risk-taking incentives

The Costs and Benefits of Performance Fees in Mutual Funds

CEPR Discussion Paper No. DP13399
Number of pages: 58 Posted: 07 Jan 2019
Henri Servaes and Kari Sigurdsson
London Business School and AQR Capital Management
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fund expenses, fund returns, performance fees in mutual funds, risk-taking incentives, value added