Ralph E. Steuer

47 papers C 3Journal 41Unranked 2
YearRankTypeTitle / Venue / Authors
2025 J jnl
An analytical derivation of properly efficient sets in multi-objective portfolio selection.
Ann. Oper. Res.
Yue Qi, Ralph E. Steuer
2025 J jnl
Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization.
Ann. Oper. Res.
Sebastian Utz, Ralph E. Steuer
2024 J jnl
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices.
Eur. J. Oper. Res.
Ralph E. Steuer, Yue Qi, Maximilian Wimmer
2024 J jnl
SCORE Band Visualizations: Supporting Decision Makers in Comparing High-Dimensional Outcome Vectors in Multiobjective Optimization.
IEEE Access
Bhupinder Singh Saini, Kaisa Miettinen, Kathrin Klamroth, Ralph E. Steuer, Kerstin Dächert
2023 J jnl
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing.
Eur. J. Oper. Res.
Ralph E. Steuer, Sebastian Utz
2020 J jnl
On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection.
Ann. Oper. Res.
Yue Qi, Ralph E. Steuer
2020 J jnl
Robust portfolio optimization: a categorized bibliographic review.
Ann. Oper. Res.
Panos Xidonas, Ralph E. Steuer, Christis Hassapis
2019 J jnl
Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming.
Eur. J. Oper. Res.
Craig A. Piercy, Ralph E. Steuer
2018 J jnl
Managerial multiple objective optimization.
Ann. Oper. Res.
Ralph E. Steuer, José Rui Figueira, Hatem Masri
2018 J jnl
On the increasing importance of multiple criteria decision aid methods for portfolio selection.
J. Oper. Res. Soc.
Belaïd Aouni, Michalis Doumpos, Blanca Pérez-Gladish, Ralph E. Steuer
2017 J jnl
An analytical derivation of the efficient surface in portfolio selection with three criteria.
Ann. Oper. Res.
Yue Qi, Ralph E. Steuer, Maximilian Wimmer
2016 J jnl
Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers.
J. Glob. Optim.
Ralph E. Steuer, Markus Hirschberger, Kalyanmoy Deb
2016 J jnl
Value of information in portfolio selection, with a Taiwan stock market application illustration.
Eur. J. Oper. Res.
Chiang Kao, Ralph E. Steuer
2015 J jnl
Tri-criterion modeling for constructing more-sustainable mutual funds.
Eur. J. Oper. Res.
Sebastian Utz, Maximilian Wimmer, Ralph E. Steuer
2014 J jnl
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds.
Eur. J. Oper. Res.
Sebastian Utz, Maximilian Wimmer, Markus Hirschberger, Ralph E. Steuer
2013 J jnl
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection.
Oper. Res.
Markus Hirschberger, Ralph E. Steuer, Sebastian Utz, Maximilian Wimmer, Yue Qi
2011 C conf
Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure.
EMO
Kalyanmoy Deb, Ralph E. Steuer, Rajat Tewari, Rahul Tewari
2011 J jnl
Comparative issues in large-scale mean-variance efficient frontier computation.
Decis. Support Syst.
Ralph E. Steuer, Yue Qi, Markus Hirschberger
2010 J jnl
Integrated bank performance assessment and management planning using hybrid minimax reference point - DEA approach.
Eur. J. Oper. Res.
Jian-Bo Yang, Brandon Yu Han Wong, Dong-Ling Xu, Xinbao Liu, Ralph E. Steuer
2010 J jnl
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming.
Eur. J. Oper. Res.
Markus Hirschberger, Yue Qi, Ralph E. Steuer
2010 J jnl
Modified interactive Chebyshev algorithm (MICA) for convex multiobjective programming.
Eur. J. Oper. Res.
Mariano Luque, Francisco Ruiz, Ralph E. Steuer
2009 J jnl
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation.
INFOR Inf. Syst. Oper. Res.
Yue Qi, Markus Hirschberger, Ralph E. Steuer
2008 J jnl
Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead.
Manag. Sci.
Jyrki Wallenius, James S. Dyer, Peter C. Fishburn, Ralph E. Steuer, Stanley Zionts, Kalyanmoy Deb
2007 J jnl
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics.
Eur. J. Oper. Res.
Markus Hirschberger, Yue Qi, Ralph E. Steuer
2007 J jnl
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection.
Ann. Oper. Res.
Ralph E. Steuer, Yue Qi, Markus Hirschberger
2005 — conf
04461 Abstracts Collection - Practical Approaches to Multi-Objective Optimization.
Practical Approaches to Multi-Objective Optimization
Jürgen Branke, Kalyanmoy Deb, Kaisa Miettinen, Ralph E. Steuer
2005 — conf
04461 Summary - Practical Approaches to Multi-Criterion Optimization.
Practical Approaches to Multi-Objective Optimization
Jürgen Branke, Kalyanmoy Deb, Kaisa Miettinen, Ralph E. Steuer
2005 J jnl
A regression study of the number of efficient extreme points in multiple objective linear programming.
Eur. J. Oper. Res.
Ralph E. Steuer, Craig A. Piercy
2005 — ed.
Practical Approaches to Multi-Objective Optimization, 7.-12. November 2004
Practical Approaches to Multi-Objective Optimization
Jürgen Branke, Kalyanmoy Deb, Kaisa Miettinen, Ralph E. Steuer
2003 J jnl
Multiple criteria decision making combined with finance: A categorized bibliographic study.
Eur. J. Oper. Res.
Ralph E. Steuer, Paul Na
2003 J jnl
Observing and Interpreting Correlations in Metabolic Networks.
Bioinform.
Ralph E. Steuer, Jürgen Kurths, Oliver Fiehn, Wolfram Weckwerth
2002 C conf
The mutual information: Detecting and evaluating dependencies between variables.
ECCB
Ralph E. Steuer, Jürgen Kurths, Carsten O. Daub, Janko Weise, Joachim Selbig
2001 C conf
An Overview in Graphs of Multiple Objective Programming.
EMO
Ralph E. Steuer
2000 J jnl
Interactive multiple objective programming using Tchebycheff programs and artificial neural networks.
Comput. Oper. Res.
Minghe Sun, Antonie Stam, Ralph E. Steuer
1997 J jnl
A Heuristic for Estimating Nadir Criterion Values in Multiple Objective Linear Programming.
Oper. Res.
Pekka Korhonen, Seppo Salo, Ralph E. Steuer
1996 J jnl
Quad-Trees and Linear Lists for Identifying Nondominated Criterion Vectors.
INFORMS J. Comput.
Minghe Sun, Ralph E. Steuer
1995 J jnl
The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation.
Oper. Res.
Ralph E. Steuer, Minghe Sun
1994 J jnl
Random problem generation and the computation of efficient extreme points in multiple objective linear programming.
Comput. Optim. Appl.
Ralph E. Steuer
1992 J jnl
On the academic exchange of research software: An opportunity for MCDM leadership.
Comput. Oper. Res.
Ralph E. Steuer
1990 J jnl
Book review.
ZOR Methods Model. Oper. Res.
Ralph E. Steuer
1983 J jnl
An interactive weighted Tchebycheff procedure for multiple objective programming.
Math. Program.
Ralph E. Steuer, Eng Ung Choo
1983 J jnl
Multiple criterion function goal programming applied to managerial compensation planning.
Comput. Oper. Res.
Ralph E. Steuer
1981 J jnl
Algorithms for Linear Programming Problems with Interval Objective Function Coefficients.
Math. Oper. Res.
Ralph E. Steuer
1980 J jnl
Intra-set point generation and filtering in decision and criterion space.
Comput. Oper. Res.
Ralph E. Steuer, Frederick W. Harris
1979 J jnl
Goal programming sensitivity analysis using interval penalty weights.
Math. Program.
Ralph E. Steuer
1978 J jnl
An Interactive Multiple-Objective Linear Programming Approach to a Problem in Forest Management.
Oper. Res.
Ralph E. Steuer, Albert T. Schuler
1973 J jnl
A revised simplex method for linear multiple objective programs.
Math. Program.
James P. Evans, Ralph E. Steuer