Dr. Ralph E. Steuer

Charles S. Sanford, Sr. Chair of Business

			450 Brooks Hall (706) 542-3782 rsteuer@uga.edu
July 2012 (in Norway)	January 2013 (in Iran)	February 2013 (in Finland)

Areas of Interest

Multi-Attribute Portfolio Selection
Efficient Sets and Surfaces
Multiple Objective Programming
Multiple Criteria Decision Making

Classes

FINA 4000: Financial Institutions and Markets
FINA 4310: Survey of Investments
FINA 4920: Computers in Finance

Notable Awards and Officerships

President, INFORMS Section on Multiple Criteria Decision Making.
Trustee and Member of Investment Committee, Teachers Retirement System of Georgia
Honorary Dean, School of Industrial Management, Ho Chi Minh City University of Technology, Vietnam
Gold Medal Award, International Society on Multiple Criteria Decision Making, Cape Town, South Africa, January 9, 1997.
President, International Society on Multiple Criteria Decision Making, 1992-1996.
Honoured Professor, elected by the Scientific Council of Simferopol State University, Crimea, Ukraine, April 17, 1995.
Distinguished Alumnus Award, Kenan-Flagler Graduate School of Business, University of North Carolina, Chapel Hill, May 7, 1994.

Editorships

Editor, International Journal of Portfolio Analysis & Management
Editorial Board, Journal of Computational Optimization in Finance and Economics
Editorial Board, Journal of Systems Science and Systems Engineering
Editorial Board, Journal of Financial Decision Making
Editorial Board, International Journal of Financial Engineering and Risk Management
Editorial Board, Operational Research: An International Journal
Editorial Board, Advanced Modeling and Optimization
Associate Editor, International Journal of Information Technology and Decision Making
Associate Editor, Journal of Multi-Criteria Decision Analysis
Associate Editor, International Journal of Multicriteria Decision Making

Books

Haimes, Y. Y. and R. E. Steuer (eds.) (2000). Research and Practice in Multiple Criteria Decision Making, Lecture Notes in Economics and Mathematical Systems, Vol. 487, Springer-Verlag, Berlin, 552 pp.
Caballero, R., F. Ruiz and R. E. Steuer (eds.) (1997). Advances in Multiple Objective and Goal Programming, Lecture Notes in Economics and Mathematical Systems, Vol. 455, Springer-Verlag, Berlin, 391 pp.
Steuer, R. E. (1992). Multiple Criteria Optimization: Theory, Computation and Application, Russian Edition, Radio e Svyaz, Moscow, 504 pp.
Steuer, R. E. (1986). Multiple Criteria Optimization: Theory, Computation and Application, John Wiley, New York, 546 pp.

Selected Publications Since 2005

Steuer, R. E., M. Wimmer and M. Hirschberger (2013). Overviewing the Transition of Markowitz Bi-criterion Portfolio Selection to Tri-criterion Portfolio Selection, Journal of Business Economics, Vol. 83, No. 1, pp. 61-85.
Steuer, R. E., Y. Que and M. Hirschberger (2011). Comparative Issues in Large-Scale Mean-Variance Efficient Frontier Computation, Decision Support Systems, Vol. 51, No. 2, pp. 250-255.
Yang, J. B., B. Y. H. Wong, D. X. Xu, X. B. Liu, R. E. Steuer (2010). Integrated Bank Performance Assessment and Management Planning Using Hybrid Minimax Reference Point--DEA Approach, European Journal of Operational Research, Vol. 207, No. 3, pp. 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, Vol. 204, No. 3, pp. 581-588.
Luque, M., F. Ruiz and R. E. Steuer (2010). Modified Interactive Chebyshev Algorithm (MICA) for Convex Multiobjective Programming, European Journal of Operational Research, Vol. 204, No. 3, pp. 557-564.
Qi, Y., M. Hirschberger and R. E. Steuer (2009). Dotted Representations of Mean-Variance Efficient Frontiers and their Computation, INFOR, Vol. 47, No. 1, pp. 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, Vol. 54, No. 7, pp. 1336-1349.
Steuer, R. E., Y. Qi and M. Hirschberger (2008). Portfolio Selection in the Presence of Multiple Criteria, Handbook of Financial Engineering, Springer Science, New York, pp. 3-24.
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.
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.
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.
Steuer, R. E., Y. Qi and M. Hirschberger (2005). Multiple Objectives in Portfolio Selection, Journal of Financial Decision Making, Vol. 1, No. 1, pp. 11-26.
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 and Decision Sciences, Vol. 30, No. 4, pp. 351-359.
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.

Other Articles in Electronic Form

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.
Steuer, R. E. (2001). An Overview in Graphs of Multiple Objective Programming, Lecture Notes in Computer Science, Vol. 1993, Springer-Verlag, Berlin, pp. 41-51.

Leadoff, Plenary, Tutorial, Keynote Speaker Since 2001

Plenary Speaker, International Conference on Operations Research and Optimization, School of Mathematical Statistics and Computer Science, University of Tehran, Iran, January 19-25, 2013.
Tutorial Speaker, 54th Annual Conference of the Canadian Operational Research Society and the 10th International Conference on Multiple Objective and Goal Programming, Niagara Falls, Canada, June 11-13, 2012.
Featured Speaker, Meeting of the Indian Subcontinent Region of the Decision Sciences Institute, Chennai, India, January 4-6, 2012.
Plenary Speaker, Second International Symposium on Operational Research, Algiers, Algeria, May 30 to June 2, 2011.
Plenary Speaker, 1st International Conference on Multidimensional Finance, Insurance and Investment, Hammamet, Tunisia, April 14-16, 2011.
Opening Speaker, Seminar on Management Education: Roles and Trends, Ho Chi Minh City, Vietnam, November 25, 2010.
Plenary Speaker, 9th International Conference on Multiple Objective Programming and Goal Programming, Sousse, Tunisia, May 24-26, 2010.
Keynote Speaker, International Conference on Engineering Systems, Management and Applications, American University of Sharjah, United Arab Emirates, March 30 to April 1, 2010.
Opening Lecturer, 20th International Conference on Multiple Criteria Decision Making, Chengdu/Jiuzhaigou, China, June 21-26, 2009.
Plenary Speaker, 3rd International Workshop on Multi-Criteria Methods in Finance and Insurance, Spanish Academy of Sciences, Madrid, Spain, April 22-24, 2009.
Keynote Speaker, Meeting of the European Working Group on Financial Modelling, Lisbon, Portugal, November 8-10, 2007.
Opening Speaker, 3rd International Conference on Hedge Funds, Montreal, Canada, May 6-8, 2007.
Keynote Speaker, 21st European Conference on Operations Research, Reykjavik, Iceland, July 2-5, 2006.
Opening Speaker, International Workshop on Multiple Criteria Decision Making, Ustron, Poland, April 4-6, 2005.
Opening Speaker, 6th International Conference on Multiple Objective Programming and Goal Programming, Hammamet, Tunisia, April 14-16, 2004.
Leadoff Speaker, 7th Meeting of the French Working Group on Multiobjective Mathematical Programming, Valenciennes, France, May 15, 2003.
Opening Speaker, 37th Meeting of the Operational Research Society of New Zealand, Auckland, November 29-30, 2002.
Opening Speaker, 5th International Conference on Multiple Objective Programming and Goal Programming, Nara, Japan, June 4-7, 2002.
Opening Speaker, International Conference on Multi-Criteria Decision Making: Theory and Applications in Technology, Business, and Economics, Cairo, Egypt, May 27-30, 2001.
Keynote Speaker, International Conference on Evolutionary Multi-Criterion Optimization, Swiss Federal Institute of Technology, Zurich, Switzerland, March 7-9, 2001.

Events in the Hopper

International Conference on Multi-dimensonal Finance, Insurance and Investment, University of Bahrain, Manama, Bahrain, November 25-27, 2013.
INFORMS (Institute of Operations Research and Management Science) Annual Meeting, Minneapolis, October 6-9, 2013.
National Conference on Teacher Retirement, Trustee Institute and Workshop, Harvard University, Boston, July 29-31, 2013.
22th International Conference on Multiple Criteria Decision Making, Malaga, Spain, June 17-21, 2013.
University of Regensburg, Center for Finance, Regensburg, Germany, May 27-31, 2013.
Southern Conference on Teacher Retirement, St. Louis, April 21-24, 2013.
Department of Mathematical Information Technology, University of Jyvaskyla, and Helsinki School of Economics, Finland, February 8-17, 2013.
International Conference on Operations Research and Optimization, School of Mathematical Statistics and Computer Science, University of Tehran, Iran, January 19-25, 2013.
National Council on Teacher Retirement Trustee Workshop, Stanford University, Palo Alto, California, July 23-25, 2012.
25th European Conference on Operational Research, Vilnius, Lithuania, July 8-11, 2012.
10th International Conference on Multiple Objective and Goal Programming, Niagara Falls, Canada, June 11-13, 2012.
University of Regensburg, Center for Finance, Regensburg, Germany, May 28 to June 5, 2012.
Southern Conference on Teacher Retirement, Nashville, May 20-23, 2012.
50th Meeting of the European Working Group on Financial Modeling, Sapienza University, Rome, Italy, May 3-5, 2012.
Meeting of the Decision Sciences Institute (Indian Subcontinent region), Chennai, and Indian Institute of Technology, Kanpur, India, January 4-11, 2012.

Additional Professional Information