Mr JD van Heerden

 

Senior Lecturer

University of Stellenbosch

Private Bag X1, Matieland

7602, South Africa

 

Tel:         +(27) 21 808 2691

Fax:        +(27) 21 808 3830

e-mail:     jdvh@sun.ac.za

 

 

 

 

 

 

Biographical Information

Obtained a B.Comm degree in Business Mathematics and Informatics (cum laude) from the Potchefstroom University for Christian Higher Education in 1999, and obtained a M.Sc. in Quantitative Risk Management (cum laude) from the same University in 2001.

Received the CFA® Charter in 2007 from the CFA® Institute (USA)

 

Present Teaching Subjects

Financial Risk Management 212

Financial Risk Management 344

Portfolio Management A & B (Honours)

 

Present Research Interests

Quantitative Investment and Portfolio Management

 

Past Work Experience

2001 – 2002: Consultant: Portfolio Risk Management, ABSA

2002 – 2004: Quantitative Investment Research Analyst, m-Cubed Multi Managers

2004 – 2005: Manager: Direct Marketing Optimisation, FNB

2005 – 2007: Lecturer and Senior Lecturer (since 2008): Investment Management (Department of Business Management, University of Stellenbosch). Start and manage an Investment Management consulting firm.

2010: Join the Department of Statistics and Actuarial Science as Senior Lecturer in Financial Risk Management in 2010. Continue with Investment Management consulting firm.

 

Publications in Journals

Van Heerden, JD, 2008. The Interrelationship between the South African Private Equity Industry and Black Economic Empowerment. Journal of Corporate Ownership and Control, 5(3): 328‐334.

Van Heerden JD and Saunderson S, 2008. The Effect of the South African Market Concentration on Portfolio Performance. Journal of Corporate Ownership and Control, 6(1): 99 – 106.

 

International Conferences

Quantitative Methods in Finance (2009): The Effect of Market Concentration on Portfolio Performance: The Case for South Africa.

 

National Conferences (South African)

SAIMS (2005): The Interrelationship between the South African Private Equity Industry and Black Economic Empowerment.

SAFA (2007): Introducing Portfolio Opportunity Distributions as a Benchmark to Measure South African Equity Managers’ Skill.

 

Societies and committees

Member of the CFA® Institute (USA and SA).

Member of the Southern African Finance Association (SAFA).