Mr Stefan Janse van Rensburg

Stefan Janse van Rensburg

Lecturer
Email address: S.JanseVanRensburg@ru.ac.za

* Studied at Nelson Mandela Metropolitan University and obtained a BCom (Hons) (Economics and Statistics) in 2007 and an MCom degree in Mathematical Statistics in 2008.
* Appointed to the South African Reserve Bank as a Cadet in 2009 and served in Financial Stability Department. During this period, he completed an Advanced Programme in Central and International Banking.
* Appointed as Lecturer in the Department of Statistics in 2010.
* Teaches first- and second-year courses, as well as a postgraduate course in time series analysis.

Publications

Journal Publications

1. S Janse van Rensburg, DG Friskin and GD Sharp. A distributional comparison of size-based portfolios on the JSE, Investments Analysts Journal (69), July 2009.

Conference Presentations

1. S Janse van Rensburg, A Bayesian framework for index tracking under linear inequality constraints, 52nd Annual Conference of the South African Statistical Association, 2010, hosted by the North-West University, in Potcheftstroom, 8 – 12 November 2010.

2. S Janse van Rensburg, DG Friskin and GD Sharp. Studying and testing the differences between small capitalisation and large capitalisation equity indices, using a mixture of normal distributions, Annual Conference of the South African Institute of Management Sciences, 2009, hosted by the Nelson Mandela Metropolitan University in Port Elizabeth, 13 – 16 September 2009.

3. S Janse van Rensburg, DG Friskin and GD Sharp. A distributional comparison of size-based portfolios on the JSE. Annual Conference of the African Econometrics Society, 2008, hosted by the University of Pretoria, 9 – 11 July 2008.