Post | 13 Dec 2021
Active vs. Passive Fund Performance in European listed real estate
This research paper examines the performance of active and passive funds for European listed real estate in the period 2006-2021 covering a literature review, comparative statistical analysis of returns and other key fund metrics, and finally the development of an empirical model to investigate relative performance of active and passive funds and identify features of top performing funds in terms of size and strategy.
The empirical analysis suggests a strong positive relationship between active management and superior risk-adjusted returns (net of fees) relative to passive management. The results indicate that active funds on average earn 3.2% higher returns relative to passive funds over the long run.
To download the report, please fill out the form below.
Our economic consulting team are world leaders in quantitative economic analysis, working with clients around the globe and across sectors to build models, forecast markets and evaluate interventions using state-of-the art techniques.
Read the report
Complete the form below to download the report
Related Services
Post
The Economic Footprint of JLR in the UK
This report examines the economic footprint of JLR in the United Kingdom in 2024. The analysis is conducted both at the national level, as well as on the West Midlands and North West regions, where JLR’s main facilities are located.
Find Out More
Post
Airbnb’s Economic Contribution to APAC in 2024: GDP, Jobs, and Regional Impact
Airbnb's platform connects hosts across Asia Pacific (APAC) with travellers from around the world. Oxford Economics was commissioned by Airbnb to quantify its economic footprint in 10 APAC markets in 2024.
Find Out More
Post
Economic Insights: Airbnb’s Contribution Through the Lens of Oxford Economics
Oxford Economics Australia delivered a tailored economic impact assessment for Airbnb, including GDP contribution modelling, job creation analytics, guest‑spend segmentation, and regional tourism dispersion insights to underpin Airbnb’s stakeholder communications and strategic growth initiatives.
Find Out More