Stochastic Goal Programming with Fraction Form in Application of Financial Model

Using the Enrique Ballestero'scheme of Stochastic Goal Programming with Arrow-Pratt Absolute Risk Function,we propose two stochastic goal programming models with fraction form for the financial problem by the exponential utility function and hyperbolic absolute risk aversion function,give an algorithm and discuss the economic's sense of the solution,which is an efficient solution with the minimization relative risk.We believe that new programming is an alternative approach for the decision-maker.