We investigate the investability of commodity risk premia in China. Previously documented standard momentum, carry and basis-momentum factors are not investable due to the unique liquidity patterns along the futures curves in China. However, dynamic rolling and strategic portfolio weights...

Foreign investment is much needed for the ‘development' component of ‘sustainable development' but it entertains an ambiguous relationship with the other component of this concept: ‘environmental protection'. On the one hand, foreign investment can harness the resources (financial and...