Surface plots of the mean-variance efficient frontier

3d surface plots contain an X, Y and Z axis. For the mean-variance efficient frontier:

• X axis is portfolio volatility ($$\sigma_p$$)
• Y axis is portfolio expected return ($$\mu_p$$)

any ideas for what could be used for the Z axis? I know the higher moments skewness and kurtosis can be of interest (any sources that look at these for surface plot?), but what else can be used for Z in the context of portfolios?