"A Model for Improving the Efficiency of Investment Strategies of Institutional Investors in the Government and Corporate Bond Market"
Key theses:
Institutional investor strategies in the bond market yield returns at the average portfolio coupon income level — 6–8% per annum. This can be verified on the websites of leading brokers' management companies, insurance companies, non-state pension funds, and others.
The proposed strategy has a confirmed total return of approximately 30% per annum, comprising coupon income and profit from short-term/arbitrage bond transactions (400–600 trades per month) with a confirmed portfolio drawdown of 0%.
The strategy operates without short selling, without margin trading, without leverage, and without any other high-risk operations.
Article is currently being written.