Dr. Ralph E. Steuer

Charles S. Sanford, Sr. Chair of Business

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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.

Service

• Trustee, Teachers Retirement System of Georgia
• Honorary Dean, School of Industrial Management, Ho Chi Minh City University of Technology, Vietnam
• Vice President, INFORMS Section on Multiple Criteria Decision Making

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, 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.

Research Since 2005

• Deb, K., R. E. Steuer, R. Tiwari and R. Tiwari (2011). Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure, In Takahashi, R. H. C., K. Deb and E. Wanner, Evolutionary Multi-Criterion Optimization, Lecture Notes in Computer Science, Vol. 6576, pp. 358-373.
• 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, 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). 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.

Two 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.

Opening, Leadoff, Plenary, Keynote Speaker Since 2001

• Plenary 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

• National Council on Teachers 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, Regensburg, Germany. late May, 2012.
• Southern Conference on Teachers Retirement, Nashville, Tennessee, May 20-23, 2012.
• Meeting of the Decision Sciences Institute (Indian Subcontinent region), Chennai, and Indian Institute of Technology, Kanpur, India, January 4-11, 2012.
• Ecole Supérieure des Affaires, Beirut, Lebanon, November 19-27, 2011.
• Institute of Operations Research and Management Science (INFORMS) 2011 Annual Meeting, Charlotte, NC, November 13-16, 2011.
• National Council on Teachers Retirement Trustee Workshop, Boston, Massachusetts, July 30 to August 4, 2011.
• 21st International Conference on Multiple Criteria Decision Making, Jyväskyla, Finland, June 13-17, 2011.
• 2nd Symposium on Operational Research, Algiers, Algeria, May 30 to June 2, 2011.
• Southern Conference on Teachers Retirement, Biloxi, Mississippi, May 15-18, 2011.
• International Conference on Multi-Dimensonal Finance, Insurance and Investment, Hammamet, Tunisia, April 14-16, 2011.
• Effat University, Jeddah, and Taibah University, Yanbu, Saudi Arabia, January 8-16, 2011.

Additional Professional Information

Some Pictures