FW: Geopolitical Risk and Sector

 

 

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Posted on: Saturday, February 06, 2010 12:23 AM
Author: Scribd Feed
Subject: Geopolitical Risk and Sector

 

Europe Quantitative Strategy (Citi) Quantitative Portfolio Strategy 5 February 2010  36 pages What Works in Equity Markets Geopolitical Risk and Sector/Country Allocation v Sector vs. Country — For the past decade, European investors have had no real need to worry about country risk. It's been more important to get the regional sector allocation right. But, recent developments in Europe have seen geopolitical risks rise and with this a rise in the relative importance of country allocation. v A Bit of Both — Our analysis suggests that within Europe, active calls could be profitable across co

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