Dr. Ralph E. Steuer

Charles S. Sanford, Sr. Chair of Business

450 Brooks Hall
Phone: (706) 542-3782
Fax: (706) 542-9434
rsteuer@uga.edu

Areas of Interest

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

Classes

FINA 4000: Money and Capital Markets
FINA 4310: Survey of Investments
FINA 4920: Computers in Finance

Recent Honors and Officerships

Honorary Dean Award, School of Industrial Management, Ho Chi Minh City University of Technology, Vietnam, December 25, 2000.
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.

Selected Recent Conference Activities

Opening Lecturer, 20th International Conference on Multiple Criteria Decision Making, Chengdu/Jiuzhaigou, China, June 21-26, 2009.
Plenary Lecturer, 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.
Co-Organizer, First International Workshop on Multi-Attribute Portfolio Selection, Helsinki/Stockholm, March 13-15, 2005.
Co-Organizer, Seminar on Practical Approaches to Multi-Objective Optimization, Schloss Dagstuhl, Wadern, Germany, November 7-12, 2004.
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.

Current Editorships

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, Operational Research: An International Journal
Editorial Board, Applications of Management Science Series, Emerald Press
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
Associate Editor, Central European Journal of Operations Research and Economics

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.

Current Research

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, 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 Operations 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). Developments in Multi-Attribute Portfolio Selection, In T. Trzaskalik (ed.), Multiple Criteria Decision Making '05, Karol Adamiecki Press, Katowice, Poland, pp. 251-262.
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, 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.
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.
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.

Events in the Hopper

College of Business, Effat University, Jeddah, Kingdom of Saudi Arabia, third week of November, 2010.
National Council on Teachers Retirement Trustee Workshop, Portland, Oregon, July 25-29, 2010.
9th International Conference on Multiple Objective and Goal Programming, Sousse, Tunisia, May 24-26, 2010.
University of the Netherlands Antilles, Curacao, second week of May, 2010.
Southern Conference on Teachers Retirement, Austin, Texas, April 18-21, 2010.
American University of Sharjah, Sharjah, United Arab Emirates, March 30 to April 1, 2010.
Ecole Supérieure des Affaires, Beirut, Lebanon, middle of March, 2010.
University of Jyvaskyla & Helsinki School of Economics, Finland, early February, 2010.
National Council on Teachers Retirement Trustee Workshop, Newport, Rhode Island, July 26-29, 2009.
20th International Conference on Multiple Criteria Decision Making, Chengdu/Jiuzhaigou, China, June 21-26, 2009.
3rd International Workshop on Multi-Criteria Methods in Finance and Insurance, Spanish Academy of Sciences, Madrid, Spain, April 22-24, 2009.
Ecole Supérieure des Affaires, Beirut, Lebanon, February 19-22, 2009.
Seminar on Hybrid and Robust Approaches to Multiobjective Optimization, Schloss Dagstuhl, Germany, January 18-23, 2009.
8th International Conference on Multiple Objective and Goal Programming, Portsmouth, England, September 23-26, 2008.
Helsinki School of Economics, Helsinki, Finland, May 18-25, 2008.
Universities in Beijing, Huangshan, Nanjing and Chengdu, China, April 1-10, 2008.
19th International Conference on Multiple Criteria Decision Making, University of Auckland, Auckland, New Zealand, January 7-11, 2008.

Additional Professional Information

Some Pictures