In fact, a certain amount of investment in frauds is acceptable and desirable; if you give £10m to 9 frauds who spunk it straight up the wall and to 1 true visionary who builds a unicorn, that's money well spent. Plus of course you can always hope that the fraudster is good enough to sucker the next guy so you can get out.
Per Matt Levine, the optimum amount of fraud is non-zero. Tune your detector too loosely or too tightly and you'll miss out.
The optimum amount of fraud is non-zero only because detection is expensive as you get close to zero. Getting less fraud needs to always be in mind. When someone gets away with fraud others will try to copy it so anything that has happened before has a much higher value to detect.
But for fraud that hasn't happened yet don't worry about it and hope nobody figures out how to do it.