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[{"key": "dc.contributor.advisor", "value": "Heimonen, Kari", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Ryh\u00e4nen, Juuso", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2021-06-22T05:52:50Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2021-06-22T05:52:50Z", "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/123456789/76775", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Kotimaisten sijoitusrahastojen p\u00e4\u00e4oma on kasvanut tasaisesti finanssikriisin j\u00e4lkeen. Sijoitusp\u00e4\u00e4oman muutokset koostuvat tuotoista ja nettomerkinn\u00f6ist\u00e4. T\u00e4ss\u00e4 tutkimuksessa tutkitaan sijoitusrahastojen tuottojen vaikutusta sijoitusrahastojen nettomerkint\u00f6ihin k\u00e4ytt\u00e4en Suomen Sijoitustutkimuksen ker\u00e4\u00e4m\u00e4\u00e4 rahastodataa. Aineisto sis\u00e4lt\u00e4\u00e4 61 suomalaista ja ulkomaista rahastoyhti\u00f6it\u00e4 vuosilta 2007 - 2018. \n Perinteinen rahoitusteoria implikoi, ett\u00e4 sijoittajien tulisi hajauttaa portfolionsa hyvin optimoidakseen tuoton ja riskin suhde. Rationaalisen sijoittajan voidaan olettaa muodostavan minimivarianssiportfolion, ja eri omaisuuslajien jakauman tulisi m\u00e4\u00e4ritty\u00e4 omistusten tuottojen kovarianssien ja sijoittajan riskinottohalukkuuden mukaan. Tietyn populaation portfoliossa voidaan n\u00e4in ollen olettaa tapahtuvan uudelleenallokointia tuottojen muuttaessa omaisuuslajijakaumaa ja portfolion riskitasoa. T\u00e4ss\u00e4 tutkielmassa tutkitaan, n\u00e4kyyk\u00f6 t\u00e4m\u00e4 uudelleenallokointi aggregoidulla tasolla eri rahastotyppien v\u00e4lill\u00e4 tuottojen vaikutuksesta. \n Kysymyst\u00e4 tutkitaan lineaaristen regressiomallien, sek\u00e4 autoregressiivisen mallin avulla. Teorian implikoimaa tuottojen negatiivista vaikutusta nettomerkint\u00f6ihin ei ole havaittavissa n\u00e4ill\u00e4 menetelmill\u00e4 t\u00e4ss\u00e4 aineistossa. Sijoittajat eiv\u00e4t n\u00e4yt\u00e4 k\u00e4ytt\u00e4ytyv\u00e4n t\u00e4ysin finanssiteorian ohjaamalla tavalla. Tuottojen ja nettomerkint\u00f6jen v\u00e4list\u00e4 suhdetta tulisi jatkossa tutkia k\u00e4ytt\u00e4ytymistaloustieteen teorioita hy\u00f6dynt\u00e4en.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Miia Hakanen (mihakane@jyu.fi) on 2021-06-22T05:52:50Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2021-06-22T05:52:50Z (GMT). No. of bitstreams: 0\n Previous issue date: 2021", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "65", "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.title", "value": "Tuottojen vaikutus sijoitusrahastojen nettomerkint\u00f6ihin", "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-202106223968", "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": "tuotto", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "rahastot", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "portfoliot", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "varainhoito", "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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