Kajian Penerapan Teori Permainan Pada Strategi Investasi Portofolio Dalam Kondisi KetidakPastian Pasar Finansial
Keywords:
Game theory in investment, Portfolio optimization under market uncertainty, Financial decision-making strategyAbstract
Penelitian ini bertujuan untuk menelaah penerapan teori permainan dalam strategi investasi portofolio di tengah ketidakpastian pasar keuangan. Melalui pendekatan Systematic Literature Review (SLR) yang berlandaskan kerangka PRISMA, kajian ini mengidentifikasi delapan artikel utama yang relevan dengan topik game theory in investment, portfolio optimization under market uncertainty, dan financial decision-making strategy. Hasil analisis menunjukkan bahwa teori permainan memberikan perspektif strategis dalam memahami interaksi antar pelaku pasar yang saling memengaruhi keputusan investasi. Model optimisasi dinamis dan robust optimization terbukti efektif dalam merancang portofolio yang adaptif terhadap perubahan risiko dan volatilitas pasar. Selain itu, penerapan prinsip kooperatif dalam teori permainan menghasilkan utilitas konsumsi yang lebih tinggi dibandingkan pendekatan non-kooperatif. Secara keseluruhan, kajian ini menegaskan bahwa integrasi teori permainan dengan strategi optimisasi portofolio mampu memperkuat pengambilan keputusan finansial yang lebih efisien dan berkelanjutan di bawah kondisi pasar yang tidak pasti.
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