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In this paper, within the framework of uncertainty theory, we propose a multi-period bi-objective regret minimization model for portfolio selection, in which bankruptcy risk and liquidity risk are both considered. Furthermore, in order to solve the proposed multi-objective optimization problem, a novel hybrid algorithm named MFA-SCA is proposed by combining the advantages of the firefly algorithm (FA) and sine cosine algorithm (SCA). Finally, a numerical example is given to illustrate the effectiveness of the proposed approaches.<\/jats:p>","DOI":"10.3233\/jifs-190936","type":"journal-article","created":{"date-parts":[[2019,11,8]],"date-time":"2019-11-08T13:39:06Z","timestamp":1573220346000},"page":"8417-8439","update-policy":"https:\/\/doi.org\/10.1177\/sage-journals-update-policy","source":"Crossref","is-referenced-by-count":3,"title":["A multi-period regret minimization model for uncertain portfolio selection with bankruptcy constraint"],"prefix":"10.1177","volume":"37","author":[{"given":"Shan","family":"Lu","sequence":"first","affiliation":[{"name":"School of Management and Engineering, Capital University of Economics and Business, Beijing, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ning","family":"Zhang","sequence":"additional","affiliation":[{"name":"School of Management and Engineering, Capital University of Economics and Business, Beijing, 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