In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return spectrum. Formally, it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return (the risk).
This is a n = 10 000 simulation where portfolios on the efficient frontier are built. Assuming efficient market hypotesis exists. I hope.