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Adrian Kennedy

The Chinese University of Hong Kong (CUHK) - Department of Statistics

Room 139 Lady Shaw Building

Shatin, 250

Hong Kong

  • The Chinese University of Hong Kong (CUHK) - Department of Statistics

SCHOLARLY PAPERS

5

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769

TOTAL CITATIONS

1

Scholarly Papers (5)

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1.

The Generalized Sethi Advertising Model

Kennedy, A. P., S. P. Sethi, C. C. Siu, S. C. P. Yam (2024) "The Generalized Sethi Advertising Model" Forthcoming in Operations Research. Available at SSRN: https://ssrn.com/abstract=3669537
Number of pages: 54 Posted: 17 Sep 2020 Last Revised: 04 Mar 2024
Adrian Kennedy, Suresh Sethi, Chi Chung Siu and S. C. P. Yam
The Chinese University of Hong Kong (CUHK) - Department of Statistics, University of Texas at Dallas - Naveen Jindal School of Management, Department of Mathematics, Statistics and Insurance, School of Decision Sciences, The Hang Seng University of Hong Kong and The Chinese University of Hong Kong. Department of Statistics
Downloads 429 (171,236)

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Advertising policy, dynamic sales-advertising model, Sethi advertising model, Nash equilibrium, Stackelberg equilibrium.

2.

Co-op advertising in a dynamic three-echelon supply chain

Kennedy, A. P., S. P. Sethi, C. C. Siu, S. C. P. Yam (2021) ``Co-op advertising in a dynamic three-echelon supply chain. Forthcoming in Production and Operations Management, available at SSRN: https://ssrn.com/abstract=3575061
Number of pages: 53 Posted: 06 May 2020 Last Revised: 19 May 2021
Adrian Kennedy, Suresh Sethi, Chi Chung Siu and S. C. P. Yam
The Chinese University of Hong Kong (CUHK) - Department of Statistics, University of Texas at Dallas - Naveen Jindal School of Management, Department of Mathematics, Statistics and Insurance, School of Decision Sciences, The Hang Seng University of Hong Kong and The Chinese University of Hong Kong. Department of Statistics
Downloads 126 (572,948)
Citation 1

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cooperative advertising, sales-advertising dynamics, the Sethi model, differential games, linear and isoelastic demands.

3.

Long Memory in Retail Trading Activity

Number of pages: 11 Posted: 18 Oct 2022
Jinhui Han, Xiaolong Li, Guiyuan Ma and Adrian Kennedy
Peking University - Guanghua School of Management, Southern University of Science and Technology, Xi'an Jiaotong University (XJTU) - School of Economics and Finance and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Downloads 118 (608,822)

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Long memory; Retail trading; Estimation

4.

Strategic Trading With Information Acquisition and Long-Memory Stochastic Liquidity

Number of pages: 38 Posted: 18 Oct 2022
Jinhui Han, Xiaolong Li, Guiyuan Ma and Adrian Kennedy
Peking University - Guanghua School of Management, Southern University of Science and Technology, Xi'an Jiaotong University (XJTU) - School of Economics and Finance and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Downloads 96 (715,072)

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Finance; Dynamic information acquisition; Equilibrium asset pricing; Trade disclosure; Long memory

5.

Optimal Advertising and Product Durability Decisions in New Product Diffusion

Forthcoming in Automatica https://doi.org/10.1016/j.automatica.2026.112826
Posted: 01 Sep 2022 Last Revised: 28 Jan 2026
Adrian Kennedy, Ashutosh Prasad, Suresh Sethi, Chi Chung Siu and S. C. P. Yam
The Chinese University of Hong Kong (CUHK) - Department of Statistics, University of California, Riverside (UCR), University of Texas at Dallas - Naveen Jindal School of Management, Department of Mathematics, Statistics and Insurance, School of Decision Sciences, The Hang Seng University of Hong Kong and The Chinese University of Hong Kong. Department of Statistics

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