Signing ANY player is a risk. Shevchenko, Torres, Arshavin, were all superstars. Owen was signed by Real Madrid as a "Sure Thing" and a "Now".
There is ALWAYS a risk. It is just a judgement call on whether a player with potential will get better, or a player who has been brilliant in one environment will be good in another.
Yes we have been disappointed by the potential argument more often in the recent past, than we have been by the superstar argument, but we should try and put that aside and judge each case on its merit. We should not turn down another RVP or another Fabregas because we are scared of another Bendtner or Denilson. (In my opinion)