What are the career and new business opportunities for me- Earth pig 1959

I have worked very hard to get higher level education and skills and knowledge, that are valuable in the marketplace, at my own expense. I am currently employed but have to deal with severe bullying at work and no one in management will stop it. I have tried to find a better work situation but have not been able to yet. Would it be better for me to start a business or to continue to try to find a better employment situation with a different company?