Game theory, in which two or more decision makers interact with one another in a system of decision process, provides an efficient approach in-vestigating the situations that every player make a decision in a competi-tive frameıvork. The most important and distinct feature of game theory, separating this approach from others, is that in many other approaches the benefits ofonly one decision maker are taken into account whereas ga­me theory deals with the competition of complicated benefits concerning two or more decision - makers. Therefore, game theory based approach constitutes a substantial part of operations research. in the first stage of this application, it is evaluated the relative performances of economic sec­tor s (defined in the Turkish economy). in the second stage, this paper at-tempted to as ses s the performance of certain stocks selected from the co-vered sector s. Thus, the model examined in practice, does not intend to form a portfolio but investigating of competition of sector s concerning the preferences of the investor.