The solution of large and sparse models presents in many ways a suitable structure for implementation on parallel computers. However, efficient use of these computing devices requires that the code be specifically structured in order to exploit the particular type of parallel computer used. This...

Hedge funds offer desirable risk-return profiles; but we also find high management fees, lack of transparency and worse, very limited liquidity (they are often closed to new investors and disinvestment fees can be prohibitive). This creates an incentive to replicate the attractive features of...