Capital I invested in dodgy casino (7)
I believe the answer is:
nicosia
'capital' is the definition.
(capital of Cyprus)
'i invested in dodgy casino' is the wordplay.
'invested in' means one lot of letters goes inside another.
'dodgy' indicates an anagram (a dodgy or wrong order of the letters).
'casino' anagrammed gives 'nicosa'.
'i' inserted within 'nicosa' is 'NICOSIA'.
(Other definitions for nicosia that I've seen before include "European Union's most southerly capital" , "Divided Cypriot capital" , "Casino I used in Cyprus" , "It's capital in Cyprus (7)" , "capital city" .)