Replication Code and Data: Fuzzy Decision-Making in Asset Markets
Published: 16 June 2026| Version 1 | DOI: 10.17632/r2gcx2jgjp.1
Contributors:
Aram Balagyozyan, Description
This repository contains the MATLAB code and data used to reproduce all figures and calibration results reported in the paper. The paper develops an infinite-horizon Lucas-type general equilibrium model with a fuzzy decision-making investor and derives closed-form expressions for the equilibrium equity premium and risk-free rate. The accompanying code generates the contour plots, calibrated parameter iso-surfaces, and other numerical results presented in the main text and appendix.
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Categories
Behavioral Finance, Economic Analysis, Equity, Mathematical Finance, Aggregate Consumption, Empirical Finance