A combination of assets, i.e. a portfolio, is referred to as "efficient" if it has the best possible expected level of return for its level of risk (which is represented by the standard deviation of the portfolio's return).
The positively sloped (upward-sloped) top boundary of this region is a portion of a hyperbola,[4] and is called the "efficient frontier".
If a risk-free asset is also available, the opportunity set is larger, and its upper boundary, the efficient frontier, is a straight line segment emanating from the vertical axis at the value of the risk-free asset's return and tangent to the risky-assets-only opportunity set.
Among certain universes of assets, academics have found that the efficient frontier (the Markowitz model, more broadly) has been susceptible to issues such as model instability where, for example, the reference assets have a high degree of correlation.
[5] The concept, construction and interpretation of the efficient frontier is also used by financial professionals and practitioners.