The Wild Hunt for Nanoseconds
High-frequency trading can be a shortcut to good trades on the stock exchange.
Professor Emeritus Terje Lensberg
- Terje.Lensberg@nhh.no
- Telephone
- +47 55 95 92 06
- Department
- Finance
- Office
- C707
- Expertise
- Market Microstructure Decision Theory Game Theory
Terje Lensberg joined NHH as a faculty member in 1987, following completion of his Dr. oecon at the same school in 1986. Lensberg has spent periods as a visiting professor at Stanford University (1993-1994) and visiting scholar at Massachusetts Institute of Technology (1980-1981). He headed the Department of Finance and Management Science during 2005-2009.
Lensberg has co-authored two books and published widely in international journals. His main research interests are evolutionary finance, market microstructure and game theory. Lensberg has extensive experience with numerical models and methods, including genetic programming algorithms, with applications to policy analysis and quantitative trading strategies.
Terje Lensberg has taught Trading and Market Microstructure at NHH.
Dissemination
Double-dealing the investors?
Last week NHH held Jan Mossin Memorial Symposium. The symposium, held every fifth year at NHH, is a tribute to former NHH Professor Jan Mossin.