Citi's research professionals are global leaders in Quantitative Research. Return models, risk management tools, and implementation methods provide our clients with enterprise wide solutions to any investing problems that they may face.

Specifically, the quantitative products and services in which we excel are:

• Return Models
  • Asset allocation;
  • Style classification;
  • Sector rotation;
  • Stock selection.
  
  
  
• Risk Management Tools
  • Return and factor based risk models;
  • Proprietary software (StockFacts RPO);
  • Correlation/volatility analysis;
  • Market neutral risk control
  
  
  
• Implementation Methods
  • Portfolio construction;
  • Impact cost analysis;
  • Derivatives education and research.

Citi Investment Research is made available in Australia to wholesale clients through Citigroup Global Markets Australia Pty Limited (ABN 64 003 114 832 and AFSL No. 240992) and to retail clients through Citi Smith Barney Pty Limited (ABN 19 009 145 555 and AFSL No. 240813), Participants of the ASX Group and regulated by the Australian Securities & Investments Commission. The Product is made available in Australia to Private Banking wholesale clients through Citigroup Pty Limited (ABN 88 004 325 080 and AFSL 238098). While information in this Site might include excerpts, abstracts, or other summary material derived from Citi Investment Research reports readers are directed to the original research report or note to review the Research Analyst's full analysis of the subject company. Important disclosures relating to the companies that are the subject of research reports or notes published by Citi Investment Research are available at www.citigroupgeo.com.