Terje Lensberg

 

E-mail:

 Terje.Lensberg@nhh.no

Terje Lensberg

Telephone:

+47 55 95 92 06

Fax:

+47 55 95 96 47

Title:

Professor, dr. oecon., NHH 1986

Date of birth:

October 1, 1951

Nationality:

Norwegian
Curriculum Vitae

Teaching languages:

Norwegian, English
Teaching areas:

  • Trading and Market Microstructure

  • Decision Analysis

  • Game Theory
Research areas:

  • Evolutionary Finance

  • Market Microstructure

  • Bounded Rationality
Selected publications:

  • An evolutionary explanation of the value premium puzzle, Journal of Evolutionary Economics, 21(5), 2011, 803-815 (with Thorsten Hens, Klaus Reiner Schenk-Hoppé and Peter Wöhrmann).

  • On the Evolution of Investment Strategies and the Kelly Rule - A Darwinian Approach, Review of Finance, 11(1), 2007, 25-50, (with Klaus Reiner Schenk-Hoppé).

  • Bankruptcy Theory Development and Classification via Genetic Programming, European Journal of Operational Research, 169(2), 2006, 677-697 (with Aasmund Eilifsen and Thomas E. McKee).

  • Genetic programming and rough sets: A hybrid approach to bankruptcy classification, European Journal of Operational Research, 138(2), 2002, 436-451 (with Thomas E. McKee).

  • Investment behavior under Knightian uncertainty--an evolutionary approach, Journal of Economic Dynamics & Control, 23, 9/10, 1999, 1587-1604.

  • Does Foreign R&D Competition Promote Domestic R&D? Nordic Journal of Political Economy 25, 2, 1999, 75-85.

  • A Genetic Programming Experiment on Investment Behaviour under Knightian Uncertainty, in Koza, J. et. al. (eds.) (1997) Genetic Programming 1997. Proceedings of the Second Annual Conference, 231-239.

  • Rational fix-price dynamics, European Economic Review 41, 1997, 165-186.

  • Evolution, Competition and Firm Behaviour, Norsk Økonomisk Tidsskrift 110, 1996, 73-93 (In Norwegian).

  • A Competitive Norway, Oslo: TANO 1992, pp 352 (In Norwegian with Kjell Grønhaug and Torger Reve).

  • The Axiomatic Theory of Bargaining with a Variable Population, Cambridge: Cambridge University Press 1989, pp 208 (with William Thomson).

  • Characterizing the Nash bargaining solution without Pareto-optimality, Social Choice and Welfare 5, 1988, 247-259 (with William Thomson).

  • Stability and the Nash solution, Journal of Economic Theory 45, 1988, 330-341.

  • Stability and collective rationality, Econometrica 55, 1987, 935-961.

  • Bargaining and fair allocation, In Young, H.P. (ed.): The allocation of joint and common costs. Amsterdam: North Holland, 1986, 101-116.

  • Guarantee structures for problems of fair division, Mathematical Social Sciences 4, 1983, 205-218 (with William Thomson).

Visiting Professor/Visiting Scholar: