I was having a dinner conversation and showing some Sigma1 Financial images from this site on an Android phone to a UI developer. I kept looking for a 3-D perspective plot, and soon realized that I hadn’t posted one yet! How easily remedied:
This plot shows the objective space and the trade offs between return, variance, and semivariance. It contains the same information present in other example plots, but presented from a different perspective.
3-D Frontier of Optimized Investment Portfolios
Balhiser Financial 