RDP 1999-09: Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility
Equation (8)
∂
E
∂
A
=
(
1
−
γ
)
N
(
x
)
+
θ
B
N
′
(
x
−
σ
A
T
)
A
σ
A
T
+
γ
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