REUTERS - France will play a more hands-on role in managing its state shareholdings, President Nicolas Sarkozy said on Thursday as he unveiled policies aimed at halting the decline of French industry.  Sarkozy also said he would earmark millions of euros to encourage companies to innovate with green investment and bring jobs back to France as part of a plan to help a sector that has shed over half a million workers in the last 10 years.   "The state is going to profoundly review its role as a shareholder in the big industrial companies," he told workers at a Eurocopter factory in southern France.