You must be using SQL Server 2000. For MySQL, it's OK. I am not sure if it's a bug of EJB3 Hibernate implementation.
Does your table investor exist ? You probably have another previous error at startup time about table creation.
The INSERT statement you use is pretty standard in sql and should work on any system.
Start jboss and check the log.
hope it helps
http://www.nelcom.ch (J2EE in Ticino, Switzerland)