Eric Van Nostrand, Chief Investment Officer, Lazard Asset Management | Eric discusses the role of quantitative investing in emerging market equities and how it can adapt to regime shifts without overreacting to short-term noise and macro interference to more reliably generate alpha.

Listen to the full interview which covers:

– How does limited analyst and media coverage in emerging markets create opportunities for skilled active managers?

– Can you explain why macro interference is especially problematic in EM equities, and how a systematic framework mitigates this?

– How can a quantitative process adapt to regime shifts without overreacting to short‑term noise?

– How does the law of large numbers support more reliable alpha generation in emerging markets?

– Do systematic approaches work in other inefficient markets, like small cap?

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