This paper first gives the financial management strategy of enterprise investment, mainly from determining the financial management model of enterprise investment, improving the centralized management level of funds and optimizing the enterprise investment decision-making process in three aspects. Then, build the financial management model based on integer linear programming through the enterprise investment theory to find the effective investment of assets, the use of absolute deviation risk measurement model to reduce the risk of investment so that the maximization of returns and maintain the stability of returns. Lastly, we utilize Enterprise B as the research object for empirical analysis. From the analysis of investment efficiency, the increment of total assets and net profit is increasing; the increment of total assets in 2022 is 58 million more than that of 2015, and the increment of net profit in 2022 is 49 million more than that of 2015. The data shows that the financial management strategy of business investment improves the investment efficiency of the company and enhances the overall operation of the company’s space.