Ralph E. Steuer

Charles S. Sanford Sr. Chair in Business

Office
450 Brooks Hall
310 Herty Drive
Athens, GA 30602
Phone Numbers
Work 706-542-3782
Email Address

Education

Degree Field of Study Institution Graduation Year
PhD
  • Quantitative Methods in Business
University of North Carolina
1973
MBA
  • Accounting & Finance
Cornell University
1966
BS
  • Electrical Engineering
Brown University
1963

Prior Professional Positions

Organization / Department Title Years of Service
University of Kentucky
Assistant and Associate Professor 1972 to 1981
Princeton University
Visiting Associate Professor 1978 to 1979

Awards

Award Name Awarded By Year Awarded
Gold Medal Award
International Society on Multiple Criteria Decision Making
1997
Distinguished Alumnus Award
Kenan-Flagler Graduate School of Business, UNC
1994

Selected Publications

Journal Articles

  • Kao, C. and R. E. Steuer. 2016. Value of Information in Portfolio Selection, with a Taiwan Stock Market Application Illustration. European Journal Of Operational Research, 253(2):418-427.
  • Steuer, R. E., M. Hirschberger and K. Deb. 2016. Extracting from the Relaxed for Large-Scale Semi-Continuous Variable Nondominated Frontiers. Journal Of Global Optimization, 64:33-48.
  • Qi, Y., R. E. Steuer and M. Wimmer. 2016. An Analytical Derivation of the Efficient Surface in Portfolio Selection with Three Criteria. Annals Of Operations Research, DOI:10.1007/s10479-015-1900-y.
  • Utz, S., M. Wimmer and R. E. Steuer. 2015. Tri-Criterion Modeling for Constructing More-Sustainable Mutual Funds. European Journal Of Operational Research, 236(1):331-338.
  • Utz, S., M. Wimmer, M. Hirschberger and R. E. Steuer. 2014. Tri-Criterion Inverse Portfolio Optimization with Application to Socially Responsible Mutual Funds. European Journal Of Operational Research, 234(2):491-498.
  • Hirschberger, M., R. E. Steuer, S. Utz, M. Wimmer and Y. Qi. 2013. Computing the Nondominated Surface in Tri-Criterion Portfolio Selection. Operations Research, 61(1):169-183.
  • Qi, Y., F. Wu, X. Peng and R. E. Steuer. 2013. Chinese Corporate Social Responsibility by Multiple Objective Portfolio Selection and Genetic Algorithms. Journal Of Multi-Criteria Decision Analysis, 20(3-4):127-139.
  • Steuer, R. E., Y. Qi and M. Hirschberger. 2011. Comparative Issues in Large-Scale Mean-Variance Efficient Frontier Computation. Decision Support Systems, 51(2):250-255.
  • Yang, J. B., B. Y. H. Wong, D. X. Xu, X. B. Liu and R. E. Steuer. 2010. Integrated Bank Performance Assessment and Management Planning Using Hybrid Minimax Reference Point--DEA Approach. European Journal Of Operational Research, 207(3):1506-1518.
  • Hirschberger, M., Y. Qi and R. E. Steuer. 2010. Large-Scale MV Efficient Frontier Computation via a Procedure of Parametric Quadratic Programming. European Journal Of Operational Research, 204(3):581-588.
  • Luque, M., F. Ruiz and R. E. Steuer. 2010. Modified Interactive Chebycheff Algorithm for Convex Multiobjective Programming. European Journal Of Operational Research, 204(3):557-564.
  • Qi, Y., M. Hirschberger and R. E. Steuer. 2009. Dotted Representations of Mean-Variance Efficient Frontiers and their Computation. Infor, 47(1):15-21.
  • Wallenius, J., J. S. Dyer, P. C. Fishburn, R. E. Steuer, S. Zionts and K. Deb. 2008. Multiple Criteria Decision Making, Multiattribute Utility Analysis: Recent Accomplishments and What Lies Ahead. Management Science, 54(7):1336-1349.
  • Hirschberger, M., Y. Qi and R. E. Steuer. 2007. Randomly Generating Portfolio-Selection Covariance Matrices with Specified Distributional Characteristics. European Journal Of Operational Research, 177(3):1610-1625.
  • Steuer, R. E., Y. Qi and M. Hirschberger. 2007. Suitable-Portfolio Investors, Nondominated Frontier Sensitivity, and the Effect on Standard Portfolio Selection. Annals Of Operations Research, 152:297-317.

Books

  • R. E. Steuer. 1986. Multiple Criteria Optimization: Theory, Computation and Application. John Wiley & Sons, New York: 546 pp.
  • R. E. Steuer. 1992. Multiple Criteria Optimization: Theory, Computation and Application, Russian Edition. Radio E Svyaz, Moscow: 504 pp.
  • Caballero, R., F. Ruiz and R. E. Steuer (eds.). 1997. Advances in Multiple Objective and Goal Programming. Springer-Verlag, Berlin: 391 pp.
  • Haimes, Y. Y. and R. E. Steuer (eds.). 2000. Research and Practice in Multiple Criteria Decision Making. Springer-Verlag, Berlin: 552 pp.