Dr. Ines Fortin
- Macroeconomics and Business Cycles
ines.fortin@ihs.ac.at
Financial Econometrics and Forecasting, Behavioral Economics and Finance, Risk Management and Modelling
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"Inflation forecasting in turbulent times", with M. Ertl, J. Hlouskova, S.P. Koch, R.M. Kunst and L. Sögner, Empirica, 2024
"Regime-dependent commodity price dynamics: A predictive analysis", with J. Crespo Cuaresma, J. Hlouskova and M. Obersteiner, Journal of Forecasting, 43, 2822–2847, 2024
"Prospect theory and asset allocation", with J. Hlouskova, Quarterly Review of Economics and Finance, 94, 214–240, 2024
"Financial and economic uncertainties and their effects on the economy", with J. Hlouskova and L. Sögner, Empirica, 50, 481–521, 2023
"Evaluation of economic forecasts for Austria", with S.P. Koch and K. Weyerstraß, Empirical Economics, 58, 107–137, 2020
"The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level", with J. Hlouskova and P. Tsigaris, Journal of Mathematical Economics, 85, 93–108, 2019
"Exchange rate forecasting and the performance of currency portfolios", with J. Crespo Cuaresma and J. Hlouskova, Journal of Forecasting, 37, 519–540, 2018
"The consumption-investment decision of a prospect theory household: A two-period model", with J. Hlouskova and P. Tsigaris, Journal of Mathematical Economics, 70, 74–89, 2017
"Downside loss aversion: Winner or loser?", with J. Hlouskova, Mathematical Methods of Operations Research, 81, 181–233, 2015
"Optimal asset allocation under linear loss aversion", with J. Hlouskova, Journal of Banking and Finance, 35, 2974–2990, 2011
"The Monday effect revisited: An alternative testing approach", with R. Alt and S. Weinberger, Journal of Empirical Finance, 18, 447–460, 2011
"An integrated CVaR and real options approach to investments in the energy sector", with S. Fuss, J. Hlouskova, N. Khabarov, M. Obersteiner and J. Szolgayova, Journal of Energy Markets, 1, 61–85, 2008
"Tail-dependence in stock-return pairs", with C. Kuzmics, International Journal of Intelligent Systems in Accounting, Finance & Management, 11, 89–107, 2002
"Optimal window width choice in spectral density estimation. Review and simulation", with C. Kuzmics, Journal of Statistical Computation and Simulation, 67, 109–131, 2000