Paul van Rensburg (MCom, PhD)

Professor Paul van Rensburg MCom(cum laude) PhD, holds the Frank Robb Chair in Finance at the University of Cape Town (UCT). Paul has won numerous academic awards (including the Economics Society’s Best PhD Award in 1997 and the IAJ best article award on two occasions), has supervised five PhDs, 18 full thesis Masters degrees and published more than thirty five peer-reviewed articles on asset pricing in local and international academic journals. He was a full professor at age thirty.  

 

Paul has simultaneously had a financial services career, starting as a Quantitative Analyst at RMB Asset Management in 1998. He served as Head of Research at Futuregrowth from 2000-2003 and from Jan 2004- June 2007 Paul consulted as Senior Portfolio Manager and Head of Equities at Kagiso Asset Management applying a self developed quantitative stock selection model. The Kagiso Active Quants unit trust was the best performing General Equity Fund in South Africa over the three years that he managed it (since its inception on 26 April 2004-July 2007) making a total return of 257% over this period. In July 2007 he started his own asset management company: Salient Quantitative Investment Management (Pty) Ltd. The SalientQuants SA Hedge Fund was nominated for two awards (one of which was Best New Fund) in 2007 by SAHedge. It was nominated as one of only two finalists in the Long-Short category in 2008. At its five calendar year anniversary end 2011 the fund had made an after fee return of 88.32% in comparison to a total return of 68.86% on the JSE All-Share Index and 54.64% return on the STEFI (cash). This was achieved with approximately a third of the standard deviation of the All-Share Index’s returns.

 
Paul has also won the Board Prize on Top Board in the 1988 SA Chess Schools Championship, is a former Natal Closed Chess Champion (1999) and obtained the top score in the World Amateur Chess Championship of 2004, being undefeated in all three of the above events. More recently (Feb 2012), he came second in a strong field (including two International Masters and two Fide Masters) at the Cape of Good Hope Open, again being undefeated.
 paul van rensburg
 
 

 

 

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