Terje Lensberg

Norwegian School of Economics (NHH) - Department of Finance

Helleveien 30

Bergen, N-5045

Norway

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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Top 47,382

in Total Papers Citations

6

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes

Swiss Finance Institute Research Paper No. 12-27
Number of pages: 57 Posted: 14 Aug 2012 Last Revised: 01 Nov 2014
Norwegian School of Economics (NHH) - Department of Finance, University of Manchester - Department of Economics and University of Leicester - School of Business
Downloads 455 (65,922)
Citation 2

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financial regulation, portfolio management, market microstructure

2.

On the Evolution of Investment Strategies and the Kelly Rule - a Darwinian Approach

Swiss Finance Institute Research Paper No. 06-38
Number of pages: 30 Posted: 13 Dec 2006
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 450 (66,766)
Citation 4

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Evolutionary finance, portfolio choice, asset pricing, genetic programming

Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading

Swiss Finance Institute Research Paper No. 17-10
Number of pages: 23 Posted: 23 Mar 2017 Last Revised: 12 Sep 2017
University of Zurich - Department of Banking and Finance, Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 277 (115,306)

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Front running; HFT; market quality

Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading

International Review of Finance, Vol. 18, Issue 4, pp. 727-741, 2018
Number of pages: 15 Posted: 07 Dec 2018
University of Zurich - Department of Banking and Finance, Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 1 (716,285)
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4.

A Note on the Cost of Collecting Wealth Taxes

Number of pages: 14 Posted: 21 Oct 2014 Last Revised: 12 Nov 2014
Thore Johnsen and Terje Lensberg
Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance
Downloads 270 (118,990)
Citation 1

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wealth tax, risk-taking, cost, revenue

5.

Taxing Financial Transactions

Number of pages: 4 Posted: 21 Feb 2013
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 117 (249,757)

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Financial regulation, stock markets, transaction taxes

6.

An Evolutionary Explanation of the Value Premium Puzzle

NCCR Financial Valuation and Risk Management Working Paper No. 280
Number of pages: 17 Posted: 26 Jul 2010
University of Zurich - Department of Banking and Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Manchester - Department of Economics and University of Zurich
Downloads 106 (267,773)
Citation 2

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Value Premium, Evolutionary Finance

7.

Fragmentation and Stability of Markets

Norwegian School of Economics (NHH), Department of Finance Working Paper No. 2013-7
Number of pages: 41 Posted: 03 Aug 2013 Last Revised: 15 Oct 2015
University of Leicester - School of Business, Norwegian School of Economics (NHH) - Department of Finance, University of Leeds - School of Mathematics and University of Manchester - Department of Economics
Downloads 92 (294,216)
Citation 1

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Skills, market fragmentation, volatility, market resilience

8.

Hedging without Sweat: A Genetic Programming Approach

Quantitative Finance Letters, Volume 1, 2013
Number of pages: 20 Posted: 03 Aug 2013 Last Revised: 26 May 2017
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 24 (523,645)

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Hedging, transaction costs, closed-form approximations, genetic programming

9.

Cold Play: Learning Across Bimatrix Games

Number of pages: 50 Posted: 08 Aug 2019 Last Revised: 14 Mar 2020
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 16 (572,592)

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One-shot games, solution concepts, genetic programming, evolutionary stability