\usepackage{amsmath} \usepackage{amssymb} \newcommand{\E}{\mathbb{E}} \newcommand{\Var}[1]{\mathrm{op} \operatorname{Var}\left[#1\right]} \newcommand{\Pro}[1]{\mathbb{P}\left(#1\right)} \newcommand{\Ind}{\mathbf{1}} \newcommand{\di}{\operatorname{diag}} \newcommand{\tr}{\operatorname{Tr}} \newcommand{\thetapop}{\theta^*_{\rm{pop}}} \newcommand{\thetaperfok}{\theta_0^{\text{perfo}}} \newcommand{\thetas}{\theta^*} \newcommand{\thetainf}{\theta^{\infty}} \newcommand{\N}{\mathcal{N}} \newcommand{\R}{\mathbb{R}} \newcommand{\D}{\mathcal{D}} \usepackage{amsthm} \usepackage{graphicx} \usepackage{subcaption} \newcommand{\fixedthetaperf}{\theta^\infty_{\mathrm{perf}}} \newcommand{\fixedthetaeq}{\theta^\infty_{\mathrm{eq}}} \newcommand{\fixedthetaeqtop}{\theta^{\infty \top}_{\mathrm{eq}}} \newcommand{\thetaeq}{\theta_{\mathrm{eq}}} \newcommand{\yeq}{y_{\mathrm{eq}}} \newcommand{\thetapopT}{(\thetapop)^{\top}} \newcommand{\fixedthetaeqT}{{\fixedthetaeq}^{\top}} \newcommand{\fixedthetaperfT}{{\fixedthetaperf}^{\top}} \newcommand{\fixedriskeq}{\mathcal R_{\mathrm{eq}}} \newcommand{\ofixedriskeq}{\overline{\mathcal R}_{\mathrm{eq}}} \newcommand{\fixedriskeqz}{\mathcal R_{\mathrm{eq}, D=0}} \newcommand{\fixedriskeqs}{\mathcal R_{\mathrm{eq}}^*} \newcommand{\lambdaeqs}{\lambda^*_{\mathrm{eq}}} \newcommand{\fixedriskeqsz}{\mathcal R_{\mathrm{eq}, D=0}^*} \newcommand{\lambdaeqsz}{\lambda^*_{\mathrm{eq}, D=0}} \newcommand{\fixedriskeqa}{\mathcal R_{\mathrm{eq}, 1}} \newcommand{\fixedriskeqb}{\mathcal R_{\mathrm{eq}, 2}} \newcommand{\tfixedriskeqa}{\widetilde{\mathcal R}_{\mathrm{eq}, 1}} \newcommand{\tfixedriskeqb}{\widetilde{\mathcal R}_{\mathrm{eq}, 2}} \newcommand{\bfixedriskeq}{{\widehat{\mathcal R}}_{\mathrm{eq}}} \newcommand{\tfixedriskeq}{{\widetilde{\mathcal R}}_{\mathrm{eq}}}