Short CV (Since 1994)
RALPH E. STEUER
Department of Banking and Finance
Terry College of Business
Univertsity of Georgia
Athens, Georgia 30602-6353 USA
rsteuer@uga.edu

Honors

Current Editorships

Books

Film Documentary

"Vietnam: Faces of Change" (1994). Prepared by the University of Georgia Office of Public Information. A 28-minute documentary centered about Professor Steuer's involvement in the establishment of the School of Industrial Management at the Ho Chi Minh City University of Technology in Vietnam. Filmed in Vietnam and Singapore. Aired several times on Georgia Public Television in 1994 and 1995.

Events in the Hopper

Publications

  1. Qi, Y., M. Hirschberger, and R. E. Steuer (2009). "Dotted Representations of Mean-Variance Efficient Frontiers and their Computation," INFOR, forthcoming.

  2. Steuer, R. E., Y. Qi and M. Hirschberger (2008). "Portfolio Selection in the Presence of Multiple Criteria," Handbook of Financial Engineering, Springer, pp. 3-24.

  3. Hirschberger, M., Y. Qi and R. E. Steuer (2007). "Randomly Generating Portfolio-Selection Covariance Matrices with Specified Distributional Characteristics," European Journal of Operational Research, Vol. 177, No. 3, pp. 1610-1625.

  4. 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, Vol. 152, pp. 297-317.

  5. Steuer, R. E., Y. Qi and M. Hirschberger (2006). "Developments in Multi-Attribute Portfolio Selection," In T. Trzaskalik (ed.), Multiple Criteria Decision Making '05, Karol Adamiecki University of Economics in Katowice, Poland, pp. 251-262.

  6. Steuer, R. E., Y. Qi and M. Hirschberger (2006). "Portfolio Optimization: New Capabilities and Future Methods," Zeitschrift für Betriebswirtschaft, Vol. 76, No. 2, pp. 199-219.

  7. Schechter, M. and R. E. Steuer (2005). "A Correction to the Connectedness of the Evans-Steuer Algorithm of Multiple Objective Linear Programming," Foundations of Computing, Vol. 30, No. 4, pp. 351-359.

  8. Steuer, R. E., Y. Qi and M. Hirschberger (2005). "Multiple Objectives in Portfolio Selection," Journal of Financial Decision Making, Vol. 1, No. 1, pp. 5-20.

  9. Steuer, R. E. and C. A. Piercy (2005). "A Regression Study of the Number of Efficient Extreme Points in Multiple Objective Linear Programming," European Journal of Operational Research, Vol. 162, No. 2, pp. 484-496.

  10. Spronk, J., R. E. Steuer and C. Zopounidis (2005). "Multicriteria Decision Aid/Analysis in Finance," In Figueira, J., S. Greco and M. Ehrgott (eds.), Multiple Criteria Decision Analysis: State-of-the-Art Surveys, Springer Science, pp. 799-857.

  11. Steuer, R. E. and P. Na (2003). "Multiple Criteria Decision Making Combined with Finance: A Categorized Bibliography," European Journal of Operational Research, Vol. 150, No. 3, pp. 496-515.

  12. Steuer, R. E. and Y. Qi (2003). "Computational Investigations Evidencing Multiple Objectives in Portfolio Optimization," In Tanino, T., T. Tanaka and M. Inuiguchi (eds.). Multi-Objective Programming and Goal Programming, Advances in Soft Computing, pp. 35-44.

  13. Steuer, R. E. (2001). "Multiobjective Programming." In Gass, S. I. and C. M. Harris (eds.), International Encyclopedia of Operations Research and Management Science, Kluwer Academic Publishers, Boston, pp. 532-538.

  14. Steuer, R. E. (2001). "An Overview in Graphs of Multiple Objective Programming." In Zitzler, E., et al., (eds.), Evolutionary Multi-Criterion Optimization, Lecture Notes in Computer Science, Vol. 1993, pp. 41-51.

  15. Steuer, R. E. and C. Piercy (2000). "Difficulties in Solving Network Multiple Objective Linear Programming Problems." In Lawrence, K. D. (ed.), Multi-Criteria Applications, Applications of Management Science, Vol. 10, Elsevier Science, pp. 217-231.

  16. Agrell, P. J. and R. E. Steuer (2000). "ACADEA - A Decision Support System for Faculty Performance Reviews," Journal of Multi-Criteria Decision Analysis, Vol. 9, No. 5, 191-204.

  17. Sun, M. and R. E. Steuer (2000). "Quad Tree Data Structures for Use in Large-Scale Discrete Alternative Multiple Criteria Problems." In Shi, Y. and M. Zeleny (eds.), New Frontiers of Decision Making for the Information Technology Era, World Scientific Publishing, Singapore, pp. 48-71.

  18. R. E. Steuer and C. Piercy (2000). "Cone Decomposition for the Solution of Efficient Extreme Points in Parallel." In Haimes, Y. Y. and R. E. Steuer (eds.), Research and Practice in Multiple Criteria Decision Making, Lecture Notes in Economics and Mathematical Systems, Vol. 487, pp. 369-380.

  19. Sun, M., A. Stam and R. E. Steuer (2000). "Interactive Multiple Objective Programming Using Tchebycheff Programs and Artificial Neural Networks," Computers & Operations Research, Vol. 27, Nos. 7-8, pp. 601-620.

  20. Korhonen, P., S. Salo and R. E. Steuer (1997). "A Heuristic for Estimating Nadir Criterion Values in Multiple Objective Programming," Operations Research, Vol. 45, No. 5, pp. 751-757.

  21. Steuer, R. E. (1997). "Status of Non-Fully Answered Questions about the Efficient/Nondominated Set." In J. Climaco (ed.), Multicriteria Analysis, Springer-Verlag, Berlin, pp. 585-589.

  22. Steuer, R. E. (1997). "Implementation of the Tchebycheff Method in a Spreadsheet." In M. Karwan, J. Spronk and J. Wallenius, Essays on Decision Making: A Volume in Hounor of Stanley Zionts, Springer-Verlag, Heidelberg, pp. 93-103.

  23. Sun, M., A. Stam and R. E. Steuer (1996). "Solving Multiple Objective Programming Problems Using Feed-Forward Artificial Neural Networks: The Interactive FFANN Procedure," Management Science, Vol. 42, No. 6, pp. 835-849.

  24. Sun, M. and R. E. Steuer (1996). "Quad-Trees and Linear Lists for Identifying Nondominated Criterion Vectors," Journal on Computing, Vol. 8, No. 4, pp. 367-375.

  25. Sun, M. and R. E. Steuer (1996). "InterQuad: A Quad-Tree Based Procedure for Solving the Discrete Alternative Multiple Criteria Problem," European Journal of Operational Research, Vol. 89, No. , pp. 462-472.

  26. Steuer, R. E., L. R. Gardiner and J. Gray (1996). "A Bibliographical Survey of the Activities and International Nature of Multiple Criteria Decision Making," Journal of Multi-Criteria Decision Analysis, Vol. 5, No. 3, pp. 195-217.

  27. Godfrey, J. T., R. A. Leitch and R. E. Steuer (1996). "A Decision-Support System for Planning and Budgeting with Multiple Objectives," Management Accounting, Vol. 77, No. 7, pp. 38-41.

  28. Steuer, R. E. and M. Sun (1995). "The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation," Operations Research, Vol. 43, No. 4, pp. 641-648.

  29. Steuer, R. E. "The Tchebycheff, Aspiration Criterion Vector, and Combined Procedures of Interactive Multiple Objective Programming," Journal of Automation and Information Sciences, Vol. 26, No. 6, pp. 27-37.

  30. Steuer, R. E. (1995). "The ADBASE Multiple Objective Linear Programming Package." In J. Gu, G. Chen, Q. Wei, and S. Wang (eds.), Multiple Criteria Decision Making, SCI-TECH, Windsor, England, pp. 1-6.

  31. Leitch, R. A., R. E. Steuer and J. Godfrey (1995). "A Search Process for Multiple-Objective Management Accounting Problems: A Budget Illustration," Journal of Management Accounting Research, Vol. 7, Fall, pp. 87-121.

  32. Gardiner, L. R. and R. E. Steuer (1994). "Unified Interactive Multiple Objective Programming: An Open Architecture for Accommodating New Procedures," Journal of the Operational Research Society, Vol. 45, No. 12, pp. 1456-1466.

  33. Steuer, R. E. (1994). "Random Problem Generation and the Computation of Efficient Extreme Points in Multiple Objective Linear Programming," Computational Optimization and Applications, Vol. 3, No. 4, pp. 333-347.

  34. Gardiner, L. R. and R. E. Steuer (1994). "Unified Interactive Multiple Objective Programming," European Journal of Operational Research, Vol. 74, No. 3, pp. 391-406.

Professional Society Memberships

Presentations

  1. "Parametric Headstart in Computing Semi-Continuous Constrained Mean-Variance Efficient Frontiers," 3rd International Workshop on Multi-Criteria Methods in Finance and Insurance, Madrid, Spain, April 21-23, 2009.

  2. "Financial Decision Making and Computational Finance, " Ecole Supérieure des Affaires, Beirut, Lebanon, February 19-22, 2009.

  3. "On the Composition and Computation of Mean-Variance Efficient Sets Mostly in Portfolio Selection," M.S. Galaxy, Somewhere between Helsinki, Finland, and Tallinn, Estonia, May 20-21, 2008.

  4. "The Competitive Situation with Regard to the Computation of Markowitz Efficient Frontiers," Chinese Academy of Sciences, Beijing, China, April 4, and University of Electronic Science and Technology of China, Chengdu, China, April 8, 2008.

  5. "Obtaining Densely Distributed Discretized Representations of the Nondominated Set in Multiple Objective Linear Programming," 19th International Conference on Multiple Criteria Decision Making, Auckland, New Zealand, January 7-12, 2008.

  6. "Competitive Situation between the Computational Packages and New Research for Computing Mean-Variance Efficient Frontiers," Department of Finance & Investment, Erasmus University, Rotterdam, The Netherlands, December 20, 2007.

  7. "Competitive Situation between Package Approaches and New Research for Computing Mean-Variance of Efficient Frontiers," 41st Meeting of the European Working Group on Financial Modeling, Lisbon, Portugal, November 8-10, 2007.

  8. "The Situation with the Computation of Efficient Frontiers in Mean-Variance Portfolio Optimization," Chinese Academy of Sciences, Beijing, and Hunan University, Changsha, China, May 25-31, 2007.

  9. "The Techniques/Software Situation for Computing Efficient Frontiers in Large-Scale Portfolio Selection," 3rd International Conference on Hedge Funds, Montreal, Canada, May 6-8, 2007.

  10. "Methods and Computational Issues Concerning Efficient Frontiers in Portfolio Selection," Ustron, Poland, April 4-6, April 2007.

  11. "Practical Conceptual and Computational Advances in Portfolio Selection," Inaugural Conference on Business, Information and Management Academy, American University of Sharjah, United Arab Emirates, March 18, 2007.

  12. "Methods and Computational Issues Concerning Efficient Frontiers in Portfolio Selection," University of Dubai, United Arab Emirates, March 14, 2007.

  13. "E-Learning Using Flash with a Portfolio Selection Illustration," Seminar on Information Economy, Helsinki/Stockholm, October 26, 2006.

  14. "Multiple Criteria Optimization and Interactive Procedures," 9th International Summer School on Multiple Criteria Decision Making, Taipei, Taiwan, July 10-15, 2006.

  15. "Advances in Portfolio Optimization," 21st European Conference on Operations Research, Reykjavik, Iceland, July 2-5, 2006.

  16. "Quadratic Parametric Programming for Portfolio Selection with Random Problem Generation and Computational Experience," International Conference on Approximation and Optimization in the Caribbean, Santo Domingo, Dominican Republic, April 3-7, 2006.

  17. "A Capability for Computing Efficient Frontiers and Surfaces in Mean-Variance and Multiple Objective Portfolio Optimization," International Conference on Financial Engineering, University of Florida, Gainesville, March 22-24, 2006.

  18. "Financial Institutions and Markets," School of Industrial Management, Ho Chi Minh City University of Technology, Ho Chi Minh City, Vietnam, November 25, 2005.

  19. "Developments in Multi-Attribute Portfolio Selection," International Workshop on Multiple Criteria Decision Making, Ustron, Poland, April 4-6, 2005.

  20. "Multi-Attribute Portfolio Selection," First International Workshop on Multi-Attribute Portfolio Selection, Helsinki/Stockholm, March 13-15, 2005.

  21. "Classical and Evolutionary Approaches for Computing Nondominated Surfaces in Multi-Quadratic/Multi-Linear Multicriterion Optimization," Seminar on Practical Approaches to Multi-Objective Optimization, Schloss Dagstuhl, Germany, November 7-12, 2004.

  22. "Multi-Quadratic/Multi-Linear Multiple Criteria Optimization," XVII-th International Conference on Multiple Criteria Decision Making, Whistler, British Columbia, Canada, August 6-10, 2004.

  23. "Standard Portfolio Selection, Suitable-Portfolio Selection, and the Consequences of Omitting Criteria in Multiple Criteria Optimization," Faculty of Economic Applications, University of Malaga, Malaga, Spain, April 20, 2004.

  24. "Suitable-Portfolio Investors, Nondominated Frontier Sensitivity, and the Effect of Multiple Objectives on Standard Portfolio Theory," 6th International Conference on Multiple Objective Programming and Goal Programming, Hammamet, Tunisia, April 14-16, 2004.

  25. "Portfolio Selection and Theory with Multiple Objectives," 33th Meeting of the European Working Group on Financial Modeling, International University of Monaco, Monaco, November 6-8, 2003.

  26. "Multi-Objective Linear Programming and Interactive Procedures," 8th International Summer School on Multiple Criteria Decision Aid, Montreal, Canada, June 2-6, 2003.

  27. "Efficient Frontier Sensitivity and the case for Multiple Objectives in Portfolio Optimization," 7th Meeting of the French Working Group on Multiobjective Mathematical Programming, Valenciennes, France, May 15, 2003.

  28. "Multiple Criteria Optimization in Portfolio Selection," 37th Meeting of the Operational Research Society of New Zealand, Auckland, November 29-30, 2002.

  29. "Computational Investigations Evidencing Multiple Criteria in Portfolio Optimization," 5th International Conference on Multiple Objective Programming and Goal Programming, Nara, Japan, June 4-7, 2002.

  30. "Projections of the Nondominated Set onto Lower Dimensional Subspaces in Multiple Criteria Optimization," XVI-th International Conference on Multiple Criteria Decision Making, Semmering, Austria, February 18-22, 2002.

  31. "Looking at Nondominated Sets in Financial Optimization," Workshop on Complex Systems Modeling, International Institute for Applied Systems Analysis, Laxenburg, Austria, August 27-29, 2001.

  32. "Nondominated Sets in Financial Optimization," International Conference on Multi-Criteria Decision Making: Theory and Applications in Technology, Business, and Economics, Cairo, Egypt, May 27-30, 2001.

  33. "An Overview in Graphs of Multiple Objective Programming," First International Conference on Evolutionary Multi-Criterion Optimization, Zurich, Switzerland, March 7-9, 2001.

  34. "Portfolio Analysis on a Multicriteria Platform," Central Bank of the Bahamas, Nassau, Bahamas, February 16, 2001.

  35. "Multi-Dimensional Efficient Surfaces in Portfolio Theory," 17th Meeting of EURO Working Group on Financial Modeling, New York, November 16-17, 2000.

  36. "Difficulties in Solving Multiple Criteria Network Optimization Problems," Third International Conference on Applied Mathematics and Engineering Sciences (CIMASI'2000), Casablanca, Morocco, October 23-25, 2000.

  37. "Tutorial on Multiple Objective Programming: Basics," XII-th International Symposium on Mathematical Programming, Atlanta, August 7-11, 2000.

  38. "Tutorial on Multiple Objective Programming," XV-th International Conference on Multiple Criteria Decision Making, Ankara, Turkey, July 10-14, 2000.

  39. "Multiple Criteria Optimization," 7-th International Summer School on Multiple Criteria Decision Aid, Catania, Sicily, Italy, June 26 to July 7, 2000.

  40. "Efficient Frontiers and Surfaces in Multiple Criteria Optimization and Portfolio Theory in Finance," 4-th International Conference on Multiple Objective Programming and Goal Programming, Ustron, Poland, May 29 to June 1, 2000.

  41. "Efficient Surfaces in Multiple Criteria Optimization, Data Envelopment Analysis, and Finance," London School of Economics, London, England, May 25, 2000.

  42. "Tutorial on Multiple Criteria Optimization Including Connections to Data Envelopment Analysis and Finance," Main Lecturer, 4th International Conference on Operations Research: Optimization, Statistics, Mathematical Economics, Havana, Cuba, March 8, 2000.

  43. "An Animated Web-Based Tutorial on Multiple Criteria Optimization," Exceptional Meeting of the European Working Group on Multicriteria Aid for Decisions: 25th Anniversary, Cerisy-la-Salle, France, September 28 to October 2, 1999.

  44. "Nondominated Surfaces in Multiple Criteria Optimization, DEA and Portfolio Analysis," Workshop on Efficient Sets and Surfaces in Data Envelopment Analysis, Multiple Criteria Decision Making, and Finance: An Emphasis on Exploratory Ideas, M.S. Silja Symphony, Helsinki/Stockholm, February 7-9, 1999.

  45. "Efficient Sets in Multiple Criteria Optimization," International Conference on Mathematical Applications and Computation, Pinar del Rio, Cuba, November 2-6, 1998.

  46. "Methods of Multiple Objective Programming," 4th DAS Workshop on Multiple Criteria Decision Support in Network Centric Organizations, Buyukada, Istanbul, Turkey, September 1-4, 1998.

  47. "Parallelizing the Computation of Efficient Extreme Points," XVI-th International Conference on Multiple Criteria Decision Making, Charlottesville, Virginia, June 8-12, 1998.

  48. "Concepts and Principles of Multiple Objective Programming," 3-rd International Conference on Multiple Objective Programming and Goal Programming, Quebec City, Canada, May 31 and June 1-2, 1998.

  49. "Interactive Multiple Objective Programming in Colors, Animation, and Graphs," 3-rd National Meeting of the Finnish Operations Research Society, Lappeenranta, Finland, December 16-17, 1997.

  50. "Using Quad-Trees in the Sobol-Statnikov Method for Difficult Nonlinear Multicriteria Optimization Problems," Third Joint University of Georgia/Helsinki School of Economics Management Science Doctoral Seminar, M.S. Silja Serenade, Helsinki/Stockholm, December 12-14, 1997.

  51. "Implementations of Financial Goal Programming Models Using Interactive Multiple Objective Programming," XXI EURO Working Group Meeting on Financial Modelling, Venice, Italy, October 29-31, 1997.

  52. "Status Report on Four Topics Using ADBASE and ZFACET," Workshop on Advances in Methodology and Software in Decision Support Systems, International Institute for Applied Systems Analysis, Laxenburg, Austria, September 5-7, 1997.

  53. "Introduction to Vector Optimization and Interactive Methods of MCDA," International Summer School on Multicriteria Decision Aid: Methods, Applications and Software, Turku, Finland, July 28 - August 8, 1997.

  54. "Multiple Criteria Optimization in Graphs, Spreadsheets and on the Internet," International Conference on Methods and Applications of Multicriteria Decision Making, Mons, Belgium, May 14-16, 1997.

  55. "Tutorial on the Techniques of Multiple Objective Programming," Facultad Ciencias Economicas y Empresariales, University of Malaga, Malaga, Spain, May 19-20, 1997.

  56. "Interactive Multiple Objective Programming in Graphs and on the Internet," XVIII-th International Conference on Multiple Criteria Decision Making, Cape Town, South Africa, January 6-10, 1997.

  57. "Multiple Criteria Optimization in Graphs," International Conference on Applied Mathematics and Engineering Sciences (CIMASI'96), Casablanca, Morocco, November 14-16, 1996.

  58. "Issues in Teaching MBA Business Statistics," National Meeting of INFORMS, Atlanta, Georgia, November 3, 1996.

  59. "Measuring the Size of the Nondominated Set in Multiple Objective Programming," Second International Conference on Multi-Objective Programming and Goal Programming, Malaga, Spain, May 16-18, 1996.

  60. "Tutorial on Multiple Objective Programming in Graphs," University of Seville, Seville, Spain, May 14, 1996.

  61. "Twenty-Five Years of Multiple Objective Programming," University of Havana, Havana, Cuba, December 13, 1995.

  62. "Advances in Interactive Multiple Objective Programming," Workshop on Advances in Methodology and Software in Decision Support Systems, International Institute for Applied Systems Analysis, Laxenburg, Austria, September 4-5, 1995.

  63. "Multiple Criteria Decision Making," Nankai University, Tianjin, China, August 21, 1995.

  64. "The ADBASE Multiple Objective Linear Programming Package," 6-th National Conference of the Chinese Special Interest Group on MCDM, Beijing, China, August 15-17, 1995.

  65. "Difficulties in Solving Multicriteria Networks: A Combined Weighted-Sums/ Tchebycheff/Aspriation Criterion Vector Interactive Procedure," XII-th International Conference on Multiple Criteria Decision Making, Hagen, Germany, June 18-23, 1995.

  66. "Random Problem Generation and the Computation of Efficient Extreme Points in Multiple Objective Linear Programming," XI-th International Conference on Multiple Criteria Decision Making, Coimbra, Portugal, August 1-6, 1994.

  67. "A Survey of the State-of-the-Art in Interactive Multiple Objective Programming," 5th International Summer School on Multi-Criteria Decision Aid, Chania, Crete, Greece, July 4-16, 1994.

  68. "A Review of Methods for Solving Nonlinear Multiple Objective Programming Problems by Discrete Representation," International Conference on Multi-Objective and Goal Programming, Portsmouth, England, June 1-3, 1994.

  69. "A Tutorial on Interactive Multiple Objective Programming," Carleton University, Ottawa, Canada, February 4, 1994.

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Last Reviewed June 11, 2009