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UCT RESEARCH REPORT 2012
theory and application of modern quantitative, statistical
and mathematical techniques to the modelling and risk
management of financial products and markets. It will be
primarily interested in the application of these techniques
in African and South African contexts. Whilst doing this, it
will simultaneously foster a culture of research excellence,
provide research mentorship to staff and students,
encourage entrepreneurial activity and develop research
capacity.
Departmental Statistics
Permanent and Long-term Contract Staff
(including both full and part-time staff)
Professors
3
Associate Professors
3
Senior Lecturers
8
Lecturers
4
Administrative and Clerical Staff
2
Total
20
Adjunct and Honorary Staff
Adjunct Associate Professors
1
Students
Doctoral
4
Master’s
42
Honours
12
Postgraduate Diploma
4
Undergraduate
2912
Total
2974
Research Fields and Staff
Permanent Staff
Mr Abdul Abdulla
Accounting education; financial ratio analysis. Islamic
Finance.
Dr Edward Chamisa
International accounting standards in developing countries;
corporate governance; corporate social responsibility.
Mr Phillip de Jager
Fair value accounting; banks; capital markets.
Associate Professor Glen Holman
Capital markets.
Mr Chun-Sung Huang
Financial risk management and modelling; Value-at-Risk
estimates and Improvements; Utility-Indifference Pricing;
Stochastic Modelling.
Dr Ryan Kruger
Predictive modelling of asset returns and the financial
applications of machine learning.
Mr Akios Majoni
Liquidity inAfrican financial markets; corporate restructuring
and shareholder value.
Mr Lucian Pitt
General field of disclosure with emphasis on risk disclosure
in AFS.
Mr Kanshukan Rajaratnam
Decision making in consumer credit finance; credit union
models; optimisation.
Associate Professor Jennifer Roeleveld
International tax (Capital and Income); Tax Information
Exchange Agreements; South African income tax and
Estate Duty
Mr Colin Smith
Valuation models; working capital management;
behavioural issues in Management Accounting; NGO
accounting and financial management.
Professor Peter Surtees
South African income tax.
Dr Francois Toerien
Entrepreneurial and small business finance; alternative
investments; equities.
Professor Enrico Uliana
Management accounting practices; strategic cost analysis;
use of accounting in aligning performance with strategy;
intellectual capital.
Professor Paul van Rensburg
Asset Pricing. Explaining the cross section of equity returns
in local and international markets.
Mr David Warneke
Vat and income tax.
Associate Professor Craig West
International Tax (Income and Capital); Tax Information
Exchange Agreements and South African income tax.