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[{"key": "dc.contributor.advisor", "value": "Salminen, Pekka", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Parkki, Janne", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2022-09-06T06:05:14Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2022-09-06T06:05:14Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2022", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/82954", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Rahastosijoittamisen suosion jatkuva kasvu luo tarpeen erilaisille rahastovertailuille ja \nmuille rahastosijoittamiseen liittyville tutkimuksille. T\u00e4ss\u00e4 tutkielmassa tutkittiin Euroopan ja Pohjois-Amerikan markkinoille sijoittavien suomalaisten aktiivisten ja passiivisten \nosakerahastojen menestymist\u00e4 viiden vuoden ajanjaksolla 1.1.2017-1.1.2022. Tutkimuksen \ntavoitteena oli selvitt\u00e4\u00e4, kumpi rahastotyyppi suoriutui kyseisell\u00e4 aikav\u00e4lill\u00e4 paremmin. \nSamalla tutkielma pyrki selvitt\u00e4m\u00e4\u00e4n, onko sijoittajan n\u00e4k\u00f6kulmasta kannattavaa maksaa \naktiivisiin rahastoihin liittyvi\u00e4 yleisesti korkeampia hallinnointikustannuksia. \n Tutkielman aineisto koostui yhteens\u00e4 20 rahastosta, joista puolet toimivat Pohjois-\nAmerikan markkinoilla ja puolet Euroopan markkinoilla. Yhden markkina-alueen rahastoista puolet oli aktiivisia rahastoja ja toinen puoli passiivisia indeksirahastoja. Rahastoja \nvertailtiin tuottojen ja volatiliteettien lis\u00e4ksi erilaisilla menestysmittareilla, joita olivat \nSharpen ja Treynorin luvut sek\u00e4 Jensenin alfa. Vertailussa k\u00e4ytetyt indeksit olivat Pohjois-\nAmerikan markkinoiden kehityst\u00e4 kuvaava S&P 500-indeksi ja Euroopan markkinoiden \nvastaavanlainen indeksi EURO STOXX 600. \n Aikaisemmat aiheeseen liittyv\u00e4t tutkimukset ovat olleet vuosikymmenien ajan ristiriitaisia. Tutkimuksissa on havaittu, ett\u00e4 indeksirahastot ovat keskim\u00e4\u00e4rin tuottavampia \nkuin aktiiviset rahastot varsinkin, kun huomioidaan rahastonhoitoon liittyv\u00e4t kustannukset. Jotkin tutkimukset ovat kuitenkin osoittaneet, ett\u00e4 osa aktiivisista rahastoista kykenee \nvoittamaan markkinat lyhyell\u00e4 aikav\u00e4lill\u00e4 saavuttaen n\u00e4in korkeampia tuottoja kuin indeksirahastot. \n T\u00e4m\u00e4 tutkimus osoitti, ett\u00e4 indeksirahastoihin sijoittaminen oli keskim\u00e4\u00e4rin kannattavampaa kuin aktiivisiin rahastoihin sijoittaminen tarkastellun ajanjakson aikana. Tuottovertailun perusteella voidaan sanoa, ett\u00e4 indeksirahastot voittivat aktiiviset rahastot \nk\u00e4yt\u00e4nn\u00f6ss\u00e4 alhaisempien hallinnointikustannusten takia. Selv\u00e4\u00e4 johtop\u00e4\u00e4t\u00f6st\u00e4 kummankaan sijoitusstrategian paremmuudesta ei voida kuitenkaan esitt\u00e4\u00e4 aineiston suhteellisen \npienen koon ja tarkastellun ajanjakson lyhyyden takia.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Paivi Vuorio (paelvuor@jyu.fi) on 2022-09-06T06:05:14Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2022-09-06T06:05:14Z (GMT). No. of bitstreams: 0\n Previous issue date: 2022", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "44", "language": "", "element": "format", "qualifier": "extent", "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": "Indeksirahastojen ja aktiivisten rahastojen performanssianalyysi Suomen osakemarkkinoilla", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "bachelor thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202209064484", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Bachelor's thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Kandidaatinty\u00f6", "language": "fi", "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": "Laskentatoimi", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Accounting", "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_7a1f", "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": "bachelorThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "20421", "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": "rahastot", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "sijoitustoiminta", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "arvopaperimarkkinat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "sijoittajat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "tuotto", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}]
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