Lukas Kremens
- Assistant Professor of Finance and Business Economics
Education
- BSc Cass Business School (2011)
- M.Sc. London School of Economics (2012)
- PhD London School of Economics (2019)
Academic Expertise
- asset pricing
- derivatives
- financial institutions / banking
- financial intermediation
- financial markets
- international finance
Current Research
- Currency redenomination risk
Selected Publications
- “Long-Horizon Exchange Rate Expectations“Journal Article:Kemens, L., Martin, I., Varela, L, (forthcoming). Journal of Finance,
- “Scale or Yield? A Present-Value Identity“Journal Article:Kremens, L., Cho, T., Lee, D., Polk, C., (2024). The Review of Financial Studies, Vol. 37(3), pp. 950-988.
- “Currency Redenomination Risk“Journal Article:Kremens, L., (2024). The Journal of Financial and Quantitative Analysis, Vol. 59(6), pp. 2838-2868.
- “The Quanto Theory of Exchange Rates (with Ian Martin)“Journal Article:Kremens, L., (2019). American Economics Review, Vol. 109(3), pp. 810-843.
Honors and Awards
- Best Job Market Paper, LTI Asset Pricing Conference 2018
- SIX Best Paper award 2018, Swiss Society for Financial Market Research
- Best Conference Paper, Annual Conference in International Finance 2017
- Class Teacher Award 2016 and 2018, London School of Economics
- Antoine Faure-Grimaud Prize for Outstanding Performance (2nd) 2012, MSc Finance, London School of Economics
- Cass Undergraduate Scholarship 2008-2011