The Risk Premium Factor: A New Model for Understanding the Volatile Forces that Drive Stock Prices

About the Author

Stephen D. Hassett is a corporate development executive with Sage North America, a subsidiary of The Sage Group plc, a leading global supplier of business management software and services. He published “The Risk Premium Factor Valuation Model for Calculating the Equity Market Risk Premium and Explaining the Value of the S&P with Two Variables” in the Journal of Applied Corporate Finance (Spring 2010) and is a regular contributing author for the Seeking Alpha investment web site.

Hassett was previously Vice President, International and Emerging Businesses (New Ventures), for the Weather Channel Interactive, where he started a successful merger-and-acquisition program. He oversaw new growth opportunities and businesses, including Web and mobile properties in Europe, Asia, Latin America. Prior to joining the Weather Channel, Hassett was with Servidyne, Inc., which acquired iTendant, a SaaS software company where he was CEO and cofounder. Previously, he was with Stern Stewart & Co., a management consulting firm specializing in value-based management, where he was a vice president, advising clients and leading engagements to increase shareholder value through corporate and financial strategy, value-based management, mergers and acquisitions, and the design and implementation of Stern Stewart's proprietary EVA® framework for decision making and incentives in a variety of industries, including media, technology, and manufacturing. Prior to that, Hassett was Vice President, ...