You can't at present build a laser buoy, no, though people have asked for it.
You can build a laser platform just like a ship, though - just don't put on any engines. You'll need to use a tug to put it in place.
Personally, I like to use laser-equipped gunboats for jump-point defense. (I understand other people like to use carronades; I don't have any experience with them yet.) Though I'm thinking of putting up a hangar platform for them so they don't have as many maintenance troubles. The trouble with a stationary platform is that it's stationary - a ship jumps through blind, but it can move right away, and pull out of range.