Ralph E. Steuer

According to our database, Ralph E. Steuer authored at least 44 papers between 1973 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of two.

2024

Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices.

Ralph E. Steuer, Yue Qi, Maximilian Wimmer

Eur. J. Oper. Res., March, 2024

SCORE Band Visualizations: Supporting Decision Makers in Comparing High-Dimensional Outcome Vectors in Multiobjective Optimization.

Bhupinder Singh Saini, Kaisa Miettinen, Kathrin Klamroth, Ralph E. Steuer, Kerstin Dächert

IEEE Access, 2024

2023

Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing.

Ralph E. Steuer, Sebastian Utz

Eur. J. Oper. Res., 2023

2020

Robust portfolio optimization: a categorized bibliographic review.

Panos Xidonas, Ralph E. Steuer, Christis Hassapis

Ann. Oper. Res., 2020

On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection.

Yue Qi, Ralph E. Steuer

Ann. Oper. Res., 2020

2019

Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming.

Craig A. Piercy, Ralph E. Steuer

Eur. J. Oper. Res., 2019

2018

On the increasing importance of multiple criteria decision aid methods for portfolio selection.

Belaïd Aouni, Michalis Doumpos, Blanca Pérez-Gladish, Ralph E. Steuer

J. Oper. Res. Soc., 2018

Managerial multiple objective optimization.

Ralph E. Steuer, José Rui Figueira, Hatem Masri

Ann. Oper. Res., 2018

2017

An analytical derivation of the efficient surface in portfolio selection with three criteria.

Yue Qi, Ralph E. Steuer, Maximilian Wimmer

Ann. Oper. Res., 2017

2016

Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers.

Ralph E. Steuer, Markus Hirschberger, Kalyanmoy Deb

J. Glob. Optim., 2016

Value of information in portfolio selection, with a Taiwan stock market application illustration.

Chiang Kao, Ralph E. Steuer

Eur. J. Oper. Res., 2016

2015

Tri-criterion modeling for constructing more-sustainable mutual funds.

Sebastian Utz, Maximilian Wimmer, Ralph E. Steuer

Eur. J. Oper. Res., 2015

2014

Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds.

Sebastian Utz, Maximilian Wimmer, Markus Hirschberger, Ralph E. Steuer

Eur. J. Oper. Res., 2014

2013

Computing the Nondominated Surface in Tri-Criterion Portfolio Selection.

Markus Hirschberger, Ralph E. Steuer, Sebastian Utz, Maximilian Wimmer, Yue Qi

Oper. Res., 2013

2011

Comparative issues in large-scale mean-variance efficient frontier computation.

Ralph E. Steuer, Yue Qi, Markus Hirschberger

Decis. Support Syst., 2011

Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure.

Kalyanmoy Deb, Ralph E. Steuer, Rajat Tewari, Rahul Tewari

Proceedings of the Evolutionary Multi-Criterion Optimization, 2011

2010

Integrated bank performance assessment and management planning using hybrid minimax reference point - DEA approach.

Jian-Bo Yang, Brandon Yu Han Wong, Dong-Ling Xu, Xinbao Liu, Ralph E. Steuer

Eur. J. Oper. Res., 2010

Modified interactive Chebyshev algorithm (MICA) for convex multiobjective programming.

Mariano Luque, Francisco Ruiz, Ralph E. Steuer

Eur. J. Oper. Res., 2010

Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming.

Markus Hirschberger, Yue Qi, Ralph E. Steuer

Eur. J. Oper. Res., 2010

2009

Dotted Representations of Mean-Variance Efficient Frontiers and their Computation.

Yue Qi, Markus Hirschberger, Ralph E. Steuer

INFOR Inf. Syst. Oper. Res., 2009

2008

Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead.

Jyrki Wallenius, James S. Dyer, Peter C. Fishburn, Ralph E. Steuer, Stanley Zionts, Kalyanmoy Deb

Manag. Sci., 2008

2007

Randomly generating portfolio-selection covariance matrices with specified distributional characteristics.

Markus Hirschberger, Yue Qi, Ralph E. Steuer

Eur. J. Oper. Res., 2007

Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection.

Ralph E. Steuer, Yue Qi, Markus Hirschberger

Ann. Oper. Res., 2007

2005

A regression study of the number of efficient extreme points in multiple objective linear programming.

Ralph E. Steuer, Craig A. Piercy

Eur. J. Oper. Res., 2005

04461 Abstracts Collection - Practical Approaches to Multi-Objective Optimization.

Jürgen Branke, Kalyanmoy Deb, Kaisa Miettinen, Ralph E. Steuer

Proceedings of the Practical Approaches to Multi-Objective Optimization, 2005

04461 Summary - Practical Approaches to Multi-Criterion Optimization.

Jürgen Branke, Kalyanmoy Deb, Kaisa Miettinen, Ralph E. Steuer

Proceedings of the Practical Approaches to Multi-Objective Optimization, 2005

2003

Multiple criteria decision making combined with finance: A categorized bibliographic study.

Ralph E. Steuer, Paul Na

Eur. J. Oper. Res., 2003

Observing and Interpreting Correlations in Metabolic Networks.

Ralph E. Steuer, Jürgen Kurths, Oliver Fiehn, Wolfram Weckwerth

Bioinform., 2003

2002

The mutual information: Detecting and evaluating dependencies between variables.

Ralph E. Steuer, Jürgen Kurths, Carsten O. Daub, Janko Weise, Joachim Selbig

Proceedings of the European Conference on Computational Biology (ECCB 2002), 2002

2001

An Overview in Graphs of Multiple Objective Programming.

Ralph E. Steuer

Proceedings of the Evolutionary Multi-Criterion Optimization, 2001

2000

Interactive multiple objective programming using Tchebycheff programs and artificial neural networks.

Minghe Sun, Antonie Stam, Ralph E. Steuer

Comput. Oper. Res., 2000

1997

A Heuristic for Estimating Nadir Criterion Values in Multiple Objective Linear Programming.

Pekka Korhonen, Seppo Salo, Ralph E. Steuer

Oper. Res., 1997

1996

Quad-Trees and Linear Lists for Identifying Nondominated Criterion Vectors.

Minghe Sun, Ralph E. Steuer

INFORMS J. Comput., 1996

1995

The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation.

Ralph E. Steuer, Minghe Sun

Oper. Res., 1995

1994

Random problem generation and the computation of efficient extreme points in multiple objective linear programming.

Ralph E. Steuer

Comput. Optim. Appl., 1994

1992

On the academic exchange of research software: An opportunity for MCDM leadership.

Ralph E. Steuer

Comput. Oper. Res., 1992

1990

Book review.

Ralph E. Steuer

ZOR Methods Model. Oper. Res., 1990

1983

An interactive weighted Tchebycheff procedure for multiple objective programming.

Ralph E. Steuer, Eng Ung Choo

Math. Program., 1983

Multiple criterion function goal programming applied to managerial compensation planning.

Ralph E. Steuer

Comput. Oper. Res., 1983

1981

Algorithms for Linear Programming Problems with Interval Objective Function Coefficients.

Ralph E. Steuer

Math. Oper. Res., 1981

1980

Intra-set point generation and filtering in decision and criterion space.

Ralph E. Steuer, Frederick W. Harris

Comput. Oper. Res., 1980

1979

Goal programming sensitivity analysis using interval penalty weights.

Ralph E. Steuer

Math. Program., 1979

1978

An Interactive Multiple-Objective Linear Programming Approach to a Problem in Forest Management.

Ralph E. Steuer, Albert T. Schuler

Oper. Res., 1978

1973

A revised simplex method for linear multiple objective programs.

James P. Evans, Ralph E. Steuer

Math. Program., 1973