Ralph E. Steuer

Publication Activity (10 Years)

Years Active: 1973-2024
Publications (10 Years): 10

Top Topics

Portfolio Selection

Linear Programming

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

J. Glob. Optim.

Publications

Ralph E. Steuer, Yue Qi, Maximilian Wimmer
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices. Eur. J. Oper. Res. 313 (2) (2024)
Ralph E. Steuer, Sebastian Utz
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing. Eur. J. Oper. Res. 306 (2) (2023)
Panos Xidonas, Ralph E. Steuer, Christis Hassapis
Robust portfolio optimization: a categorized bibliographic review. Ann. Oper. Res. 292 (1) (2020)
Yue Qi, Ralph E. Steuer
On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection. Ann. Oper. Res. 293 (2) (2020)
Craig A. Piercy, Ralph E. Steuer
Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming. Eur. J. Oper. Res. 277 (2) (2019)
Ralph E. Steuer, José Rui Figueira, Hatem Masri
Managerial multiple objective optimization. Ann. Oper. Res. 267 (1-2) (2018)
Belaïd Aouni, Michalis Doumpos, Blanca Pérez-Gladish, Ralph E. Steuer
On the increasing importance of multiple criteria decision aid methods for portfolio selection. J. Oper. Res. Soc. 69 (10) (2018)
Yue Qi, Ralph E. Steuer, Maximilian Wimmer
An analytical derivation of the efficient surface in portfolio selection with three criteria. Ann. Oper. Res. 251 (1-2) (2017)
Ralph E. Steuer, Markus Hirschberger, Kalyanmoy Deb
Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers. J. Glob. Optim. 64 (1) (2016)
Chiang Kao, Ralph E. Steuer
Value of information in portfolio selection, with a Taiwan stock market application illustration. Eur. J. Oper. Res. 253 (2) (2016)
Sebastian Utz, Maximilian Wimmer, Ralph E. Steuer
Tri-criterion modeling for constructing more-sustainable mutual funds. Eur. J. Oper. Res. 246 (1) (2015)
Sebastian Utz, Maximilian Wimmer, Markus Hirschberger, Ralph E. Steuer
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds. Eur. J. Oper. Res. 234 (2) (2014)
Markus Hirschberger, Ralph E. Steuer, Sebastian Utz, Maximilian Wimmer, Yue Qi
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection. Oper. Res. 61 (1) (2013)
Ralph E. Steuer, Yue Qi, Markus Hirschberger
Comparative issues in large-scale mean-variance efficient frontier computation. Decis. Support Syst. 51 (2) (2011)
Kalyanmoy Deb, Ralph E. Steuer, Rajat Tewari, Rahul Tewari
Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure. EMO (2011)
Jian-Bo Yang, Brandon Yu Han Wong, Dong-Ling Xu, Xinbao Liu, Ralph E. Steuer
Integrated bank performance assessment and management planning using hybrid minimax reference point - DEA approach. Eur. J. Oper. Res. 207 (3) (2010)
Mariano Luque, Francisco Ruiz, Ralph E. Steuer
Modified interactive Chebyshev algorithm (MICA) for convex multiobjective programming. Eur. J. Oper. Res. 204 (3) (2010)
Markus Hirschberger, Yue Qi, Ralph E. Steuer
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming. Eur. J. Oper. Res. 204 (3) (2010)
Yue Qi, Markus Hirschberger, Ralph E. Steuer
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation. INFOR Inf. Syst. Oper. Res. 47 (1) (2009)
Jyrki Wallenius, James S. Dyer, Peter C. Fishburn, Ralph E. Steuer, Stanley Zionts, Kalyanmoy Deb
Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead. Manag. Sci. 54 (7) (2008)
Ralph E. Steuer, Yue Qi, Markus Hirschberger
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection. Ann. Oper. Res. 152 (1) (2007)
Markus Hirschberger, Yue Qi, Ralph E. Steuer
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics. Eur. J. Oper. Res. 177 (3) (2007)
Ralph E. Steuer, Craig A. Piercy
A regression study of the number of efficient extreme points in multiple objective linear programming. Eur. J. Oper. Res. 162 (2) (2005)
Jürgen Branke, Kalyanmoy Deb, Kaisa Miettinen, Ralph E. Steuer
04461 Summary - Practical Approaches to Multi-Criterion Optimization. Practical Approaches to Multi-Objective Optimization (2005)
Jürgen Branke, Kalyanmoy Deb, Kaisa Miettinen, Ralph E. Steuer
04461 Abstracts Collection - Practical Approaches to Multi-Objective Optimization. Practical Approaches to Multi-Objective Optimization (2005)
Ralph E. Steuer, Paul Na
Multiple criteria decision making combined with finance: A categorized bibliographic study. Eur. J. Oper. Res. 150 (3) (2003)
Ralph E. Steuer, Jürgen Kurths, Oliver Fiehn, Wolfram Weckwerth
Observing and Interpreting Correlations in Metabolic Networks. Bioinform. 19 (8) (2003)
Ralph E. Steuer, Jürgen Kurths, Carsten O. Daub, Janko Weise, Joachim Selbig
The mutual information: Detecting and evaluating dependencies between variables. ECCB (2002)
Ralph E. Steuer
An Overview in Graphs of Multiple Objective Programming. EMO (2001)
Minghe Sun, Antonie Stam, Ralph E. Steuer
Interactive multiple objective programming using Tchebycheff programs and artificial neural networks. Comput. Oper. Res. 27 (7-8) (2000)
Pekka Korhonen, Seppo Salo, Ralph E. Steuer
A Heuristic for Estimating Nadir Criterion Values in Multiple Objective Linear Programming. Oper. Res. 45 (5) (1997)
Minghe Sun, Ralph E. Steuer
Quad-Trees and Linear Lists for Identifying Nondominated Criterion Vectors. INFORMS J. Comput. 8 (4) (1996)
Ralph E. Steuer, Minghe Sun
The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation. Oper. Res. 43 (4) (1995)
Ralph E. Steuer
Random problem generation and the computation of efficient extreme points in multiple objective linear programming. Comput. Optim. Appl. 3 (4) (1994)
Ralph E. Steuer
On the academic exchange of research software: An opportunity for MCDM leadership. Comput. Oper. Res. 19 (7) (1992)
Ralph E. Steuer
Book review. ZOR Methods Model. Oper. Res. 34 (1) (1990)
Ralph E. Steuer, Eng Ung Choo
An interactive weighted Tchebycheff procedure for multiple objective programming. Math. Program. 26 (3) (1983)
Ralph E. Steuer
Multiple criterion function goal programming applied to managerial compensation planning. Comput. Oper. Res. 10 (4) (1983)
Ralph E. Steuer
Algorithms for Linear Programming Problems with Interval Objective Function Coefficients. Math. Oper. Res. 6 (3) (1981)
Ralph E. Steuer, Frederick W. Harris
Intra-set point generation and filtering in decision and criterion space. Comput. Oper. Res. 7 (1-2) (1980)
Ralph E. Steuer
Goal programming sensitivity analysis using interval penalty weights. Math. Program. 17 (1) (1979)
Ralph E. Steuer, Albert T. Schuler
An Interactive Multiple-Objective Linear Programming Approach to a Problem in Forest Management. Oper. Res. 26 (2) (1978)
James P. Evans, Ralph E. Steuer
A revised simplex method for linear multiple objective programs. Math. Program. 5 (1) (1973)