Game theory and application of invidual investment decision

Thanks to nature living things are always need in an effort to be the best. Because of this reason, humankind feel to be beter than the others. People are in a state of competition both with theirselves and with people who share comon interest. This race means, people are in a competitive environment inviduals or groups. Individuals or companies to remain standing in this competitive environment, to remain standing, they have to find new features or improve their existing properties.Decision-making processes of individuals and firms will need to apply a number of techniques. Game Theory, has become most frequently used decision-making in the last half century. In this study, during the period of making a personel investment decision game theory is used. which is one of the prior method of interactive decision making.Investment decision maker and investments market are chosen as the players of the game. This model created as a two-player zero-sum game. Investor's strategies and strategies against this strategy has been identified. With the return of this strategy game matrices created and as a result the optimal solution was searched for the investors. Moreover, game matrices has been rebuilt for the different types investors with the help of utility theory. The solution of game matrices have been interpreted for the investors, which have different attitudes towards the risk.As a result, the decision has been made resulting with investment diversification for the investor. In today's challenging market conditions a model was determined with a need to hold the investment to end with optimal results of individual investors