Abstract:

Modern economic science offers many options for developing investment behavior strategies, but there is no single perfect method to fully satisfy the investor's goals. This article proposes using the achievements of the game-theoretic method to select the optimal investment behavior strategy in the presence of many different investment portfolios formed out of the assets of the securities market. Practical application of game theory criteria to analyze the investor's behavior strategies in the market makes it possible to build a matrix game and to find optimal solutions using mathematical methods, namely linear programming. The mathematical solution will make it possible to rationalize investment decisions with a view to achieve maximum return, taking into account the considered time periods for which various assets that make up a specific investment portfolio are acquired. By building mathematical models, it is possible to solve a number of economic problems in order to maximize return in the context of high risk and uncertainty. This study examines a practical example of using the proposed method in the presence of various investment portfolios. Approbation of the method makes it possible to substantiate its use and draw conclusions about the feasibility of its further application in similar situations.