Özet:

The purpose of this study is to examine the usability of game theory in portfolio preference transactions for financial investors. In this study, in the creation of the portfolio that is used by the financial investors to convert the sources which they have into the investment, the optimal portfolio choice will be attempted to make benefiting from the past price movements of the financial instruments. With the idea of that a simple investment decision is appropriate to the games with two players and zero-sum, by using the Max-Min and Min-Max principle of the game theory, the equilibrium point of the investment game will be investigated on the basis of months. If the equilibrium point isn’t certain, it will be optimized by using approach of Verdegay Fuzzy Lineer Programming methods. Afterwards, if the investment is made as foreseen by the method, the results to be achieved will be discussed.

Anahtar Kelimeler: