Fabio Moneta
- Location
- DMS 7153
- Telephone
- 613-562-5800 x 4778
This email address is being protected from spambots. You need JavaScript enabled to view it. - Website
- telfer.uottawa.ca/assets/documents/cv-moneta-fabio_complete_prof_20220929.pdf
Biography
Fabio Moneta is an Associate Professor and a RBC Financial Group Professor in Finance at the Telfer School of Management, University of Ottawa. He is the recipient of a Senior Research Fellowship at the Long-Term Investors think tank at the Collegio Carlo Alberto (Università di Torino). He is also the Coordinator for the Responsible Investing sub-cluster of the Centre for a Responsible Wealth Transition and the Co-Director for the Microprogram Capital Markets (Telfer Capital Market Program) and student managed investment fund (Telfer Capital Fund). In recognition of his significant research contributions, the Telfer School of Management awarded him the 2023 Telfer Established Researcher Award. Before joining Telfer, he was an Assistant Professor of Finance at the Smith School of Business, Queen’s University. He was also a visiting professor at the Università di Pisa and the Collegio Carlo Alberto (Università di Torino). He received his PhD in Finance from the Carroll School of Management, Boston College. He also holds an MSc in Finance from CORIPE Piemonte (Turin, Italy) and a BA in Economics from the University of Pisa in Italy.
Research Interests
His research interests concentrate on investments, institutional investors, trading behavior, mutual fund performance, responsible investing, and empirical asset pricing. He is also interested in monetary policy topics to which he was exposed while working at the European Central Bank in Frankfurt. He has presented his research at more than 70 conferences and universities in Europe and North America including major international conferences such as the American Finance Association, the European Finance Association, the Northern Finance Association, and the Society for Financial Econometrics. He has published articles in leading journals including Critical Finance Review, Energy Economics, the Journal of Financial and Quantitative Analysis, Journal of Empirical Finance, and Management Science. He is also the author of two book chapters including one published in the Handbook of Fixed Income Securities, edited by Pietro Veronesi. His research has been funded by the Social Sciences and Humanities Research Council of CanadaCanadian Securities Institute Research Foundation, and featured in various media outlets such as Bloomberg Businessweek, Financial Times, and Morningstar. He has also acted as a referee for 30 academic publication outlets (e.g., Journal of Finance, Management Science, Review of Asset Pricing Studies, and Review of Finance) and as a conference discussant for more than 30 academic papers. Dr. Moneta has taught introductory courses of finance and investments at the undergraduate level, empirical asset pricing, portfolio management, and sustainable finance at the PhD/MSc level, and financial markets and institutions at the MBA level.
Publications during the last 7 years
Papers in Refereed Journals
- Lan, C., Moneta, F. and Wermers, R. 2024. Holding Horizon: A New Measure of Active Investment Management. Journal of Financial and Quantitative Analysis, 59(4): 1471-1515.
- Broman, M. and Moneta, F. 2024. On the Anomaly Tilts of Factor Funds. Financial Management, 53(3): 605-635.
- Calluzzo, P., Moneta, F. and Topaloglu, S. 2021. Complex Instruments Have Increased Risk and Reduced Performance at Mutual Funds. Critical Finance Review, (In Press).
- Kim, D. and Moneta, F. 2021. Long-term foreign exchange risk premia and inflation risk. International Review of Financial Analysis, 78: 101901.
- Chincarini, L. and Moneta, F. 2021. The Challenges of Oil Investing: Contango and the Financialization of Commodities. Energy Economics, 102: 105443.
- Chincarini, L., Kim, D. and Moneta, F. 2020. Beta and Firm Age. Journal of Empirical Finance, 58: 50-74.
- Calluzzo, P., Moneta, F. and Topaloglu, S. 2019. When Anomalies are Publicized Broadly, Do Institutions Trade Accordingly? Management Science, 65(10): 4555–4574.
- Balduzzi, P. and Moneta, F. 2017. The Economic Risk Premia in the Fixed-income Markets: The Intra-day Evidence. Journal of Financial and Quantitative Analysis, 52(5): 1927-1950.
Funded Research during the last 7 years
From-To | Source | Title | * | ** | Role | Amount |
---|---|---|---|---|---|---|
2024-2027 | Social Sciences and Humanities Research Council (SSHRC) | Insight Grant, The Stock Market Impact of Government Purchases: Firm-Level Returns and Macroeconomic Effects | R | C | Co-I | $ 97,353 |
2024-2025 | Telfer School of Management Research Grants (SMRG) | Mutual Fund Tournaments and ESG Rating | R | I | PI | $ 15,000 |
2022-2025 | Social Sciences and Humanities Research Council (SSHRC) | Insight Grant, Crowding, Institutional Investors Trading, and Anomalies | R | C | PI | $ 67,033 |
2020-2022 | Social Sciences and Humanities Research Council (SSHRC) | Insight Development Grant, Oil Investing and the Financialization of Commodities | R | C | PI | $ 60,299 |
2017-2019 | Canadian Securities Institute (CSI) Research Foundation | Academic Grant | R | F | PI | $ 35,000 |
2016-2019 | Social Sciences and Humanities Research Council (SSHRC) | Insight Development Grant | R | C | PI | $ 52,916 |
LEGEND:
*Purpose
C: Contract (R and D) | E: Equipment Grant | R: Research Grant | S: Support Award | P: Pedagogical Grant | O: Other, U: Unknown
**Type
C: Granting Councils | G: Government | F: Foundations | I: UO Internal Funding | O: Other | U: Unknown
Role
PI = Principal Investigator | Co-I = Co-Investigator | Co-PI = Co-Principal Investigator