QuickLinks -- Click here to rapidly navigate through this document

Exhibit 23.6

Consent of Independent Registered Public Accounting Firm

        We consent to the incorporation by reference in the Registration Statement on Form S-8 (File No. 333-147027) previously filed by Pzena Investment Management, Inc. of our report dated April 9, 2007 with respect to our audit of the financial statements of Pzena Global Value Service as of December 31, 2006 and for the year then ended, which report appears in this Annual Report on Form 10-K for the year ended December 31, 2007 of Pzena Investment Management, Inc.

/s/ J. H. Cohn LLP
Roseland, New Jersey
March 25, 2008

QuickLinks

Exhibit 23.6

Consent of Independent Registered Public Accounting Firm