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[{"key": "dc.contributor.advisor", "value": "Raatikainen, Juhani", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Hohtela, Jani", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2021-06-11T09:18:00Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2021-06-11T09:18:00Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2021", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/76440", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4ss\u00e4 pro gradu -tutkielmassa on tutkittu Suomeen ja Eurooppaan sijoittavien sijoitusrahastojen suoriutumista vuosina 2007\u20132017. Menestyst\u00e4 on mitattu suhteessa vertailuindeksiin ja samalla on tarkasteltu volatiliteetin ajoittamista. Saatuihin tuloksiin on sovellettu bootstrap-estimointia, jolla on selvitetty mik\u00e4 osuus tuurilla ja sattumalla on tuloksiin.\n\nTy\u00f6n alkupuolella on kirjallisuuskatsaus, jossa on tarkasteltu teoriaa ja malleja suoriutumisen mittaamisessa. T\u00e4ss\u00e4 yhteydess\u00e4 esitet\u00e4\u00e4n my\u00f6s monia tutkimuksia ja niiden tuloksia aiheeseen liittyen. Lis\u00e4ksi on tarkasteltu sijoitusrahaston koon vaikutusta suoriutumiseen, sek\u00e4 volatiliteetin ajoittamista. Volatiliteetin ajoittamisella tarkoitetaan sijoitusrahaston kyky\u00e4 reagoida markkinoiden muuttuneeseen riskitasoon.\n\nTutkimuksen tulokset ovat osin yll\u00e4tt\u00e4vi\u00e4. Tilastollisesti merkitsevi\u00e4 tuloksia heikosti menestyneist\u00e4 rahastoista ei l\u00f6ytynyt, vaan kaikki tilastollisesti merkitsev\u00e4t tulokset olivat vertailuindeksi\u00e4 paremmasta suoriutumisesta. Suoriutumisen osalta tuurin vaikutus tuloksiin oli erilainen Suomeen ja Eurooppaan sijoittavien rahastojen kesken. Suomeen sijoittavien rahastojen kohdalla tuurilla ei ollut vaikutusta suoriutumiseen, mutta Eurooppaan sijoittavien rahastojen kohdalla tuurilla oli ollut selv\u00e4sti vaikutusta saatuihin tuloksiin ja moni rahasto oli suoriutunut hyvin vain tuurin, ei taidon perusteella.\n\nTilastollisesti merkitsev\u00e4st\u00e4 volatiliteetin ajoittamisesta suurimman osan havaittiin olevan my\u00f6t\u00e4syklist\u00e4. Aiempaan tutkimukseen verrattuna vastasyklisesti volatiliteettia ajoittavia rahastoja oli eritt\u00e4in v\u00e4h\u00e4n, erityisesti Suomeen sijoittavien rahastojen kohdalla. Sattumalla ei volatiliteetin ajoittamiseen todettu olevan vaikutusta bootstrap-estimoinnin perusteella, mik\u00e4 tosin oli odotettavaa aiemman tutkimuksen perusteella.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Paivi Vuorio (paelvuor@jyu.fi) on 2021-06-11T09:18:00Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2021-06-11T09:18:00Z (GMT). No. of bitstreams: 0\n Previous issue date: 2021", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "51", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "bootstrap", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Suomeen ja Eurooppaan sijoittavien sijoitusrahastojen suoriutuminen 2007-2017", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202106113647", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Taloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "sijoitusrahastot", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "volatiliteetti", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "suoriutuminen", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.format.content", "value": "fulltext", "language": null, "element": "format", "qualifier": "content", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.type.okm", "value": "G2", "language": null, "element": "type", "qualifier": "okm", "schema": "dc"}]
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