The aim of harmonious and mutual-beneficial credit concept is to construct a many-aspect win state under the guidance of the ideas that the credit rule is abided by strictly, all participants are mutually equal during the process of their trading and they can get benefit from each other, can mutually support and finally get prosperous together. Based on these ideas, we built expected utility model of multi-channel investment and financing, and obtain Nash equilibriums of multi-player game. Then we analyze several parameters about their impacts on players’ expected profits in detail, such as default probability and moral hazard of corporate, financing total, the proportion of enterprise’s holding shares and risk aversion coefficient etc., and thereby present corresponding strategies of the investment and financing. Finally, we propose the effective strategy set of a multi-beneficial credit loan system by empirical analysis.