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Fabio Moneta

Moneta, Fabio
Associate Professor
Co-Director for the Microprogram Capital Markets; RBC Financial Group Professorship in Finance
B.A. (Hon.) (University of Pisa), Masters in Finance (CORIPE Piemonte (Collegio Carlo Alberto and University of Torino)), Ph.D. (Carroll School of Management, Boston College)
Location
DMS 7153
Telephone
613-562-5800 x 4778
Email
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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

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

Pillars
Greener Wealthier

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