diff --git a/gamestonk_terminal/portfolio/portfolio_optimization/optimizer_view.py b/gamestonk_terminal/portfolio/portfolio_optimization/optimizer_view.py
index b96bdd152b4..e7f7a4dc85d 100644
--- a/gamestonk_terminal/portfolio/portfolio_optimization/optimizer_view.py
+++ b/gamestonk_terminal/portfolio/portfolio_optimization/optimizer_view.py
@@ -285,9 +285,13 @@ def display_efficient_risk(
         Optional axes to plot data on
     """
     s_title = f"{d_period[period]} Weights that maximise returns at target volatility: {target_volatility}"
-    ef_opt, ef = optimizer_model.get_efficient_risk_portfolio(
-        stocks, period, target_volatility, market_neutral
-    )
+    try:
+        ef_opt, ef = optimizer_model.get_efficient_risk_portfolio(
+            stocks, period, target_volatility, market_neutral
+        )
+    except ValueError as e:
+        console.print(f"[red]{e}[/red]\n")
+        return
     weights = {key: value * round(port_value, 5) for key, port_value in ef_opt.items()}
 
     if not market_neutral and pie:
@@ -332,9 +336,15 @@ def display_efficient_return(
         Optional axes to plot data on
     """
     s_title = f"{d_period[period]} Weights that minimizes volatility at target return: {target_return}"
-    ef_opt, ef = optimizer_model.get_efficient_return_portfolio(
-        stocks, period, target_return, market_neutral
-    )
+    try:
+        ef_opt, ef = optimizer_model.get_efficient_return_portfolio(
+            stocks, period, target_return, market_neutral
+        )
+    except ValueError as e:
+        # This means optimization failed
+        console.print(f"[red]{e}[/red]\n")
+        return
+
     weights = {key: value * round(port_value, 5) for key, port_value in ef_opt.items()}
 
     if not market_neutral and pie:
@@ -382,7 +392,8 @@ def display_ef(
 
     sharpes = rets / stds
     ax.scatter(stds, rets, marker=".", c=sharpes)
-    plotting.plot_efficient_frontier(ef, ax=ax, show_assets=True)
+    plotting.plot_efficient_frontier(ef, ax=ax, show_assets=False)
+
     for ticker, ret, std in zip(
         ef.tickers, ef.expected_returns, np.sqrt(np.diag(ef.cov_matrix))
     ):
@@ -407,6 +418,9 @@ def display_ef(
         ax.set_xlim(xmin=min(stds) * 0.8)
         ax.add_line(line)
     ax.set_title(f"Efficient Frontier simulating {n_portfolios} portfolios")
+
+    ax.legend(loc="best", scatterpoints=1)
+
     theme.style_primary_axis(ax)
     if external_axes is None:
         theme.visualize_output()
diff --git a/gamestonk_terminal/portfolio/portfolio_optimization/po_controller.py b/gamestonk_terminal/portfolio/portfolio_optimization/po_controller.py
index 81be7e08aa3..9007438eab1 100644
--- a/gamestonk_terminal/portfolio/portfolio_optimization/po_controller.py
+++ b/gamestonk_terminal/portfolio/portfolio_optimization/po_controller.py
@@ -247,6 +247,7 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 loaded tickers to calculate weights.\n"
                 )
+                return
 
             optimizer_view.display_equal_weight(
                 stocks=self.tickers, value=ns_parser.value, pie=ns_parser.pie
@@ -282,6 +283,7 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 stocks selected to perform calculations."
                 )
+                return
 
             optimizer_view.display_property_weighting(
                 self.tickers,
@@ -320,6 +322,7 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 stocks selected to perform calculations."
                 )
+                return
 
             optimizer_view.display_property_weighting(
                 self.tickers,
@@ -367,6 +370,7 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 stocks selected to perform calculations."
                 )
+                return
 
             optimizer_view.display_property_weighting(
                 self.tickers,
@@ -423,6 +427,7 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 loaded tickers to calculate weights.\n"
                 )
+                return
 
             optimizer_view.display_max_sharpe(
                 stocks=self.tickers,
@@ -471,6 +476,7 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 loaded tickers to calculate weights.\n"
                 )
+                return
 
             optimizer_view.display_min_volatility(
                 stocks=self.tickers,
@@ -535,6 +541,7 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 loaded tickers to calculate weights.\n"
                 )
+                return
 
             if ns_parser.pie and ns_parser.market_neutral:
                 console.print(
@@ -611,11 +618,13 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 loaded tickers to calculate weights.\n"
                 )
+                return
 
             if ns_parser.pie and ns_parser.market_neutral:
                 console.print(
                     "Cannot show pie chart for market neutral due to negative weights."
                 )
+                return
 
             optimizer_view.display_efficient_risk(
                 stocks=self.tickers,
@@ -685,11 +694,13 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 loaded tickers to calculate weights.\n"
                 )
+                return
 
             if ns_parser.pie and ns_parser.market_neutral:
                 console.print(
                     "Cannot show pie chart for market neutral due to negative weights."
                 )
+                return
 
             optimizer_view.display_efficient_return(
                 stocks=self.tickers,
@@ -743,6 +754,7 @@ class PortfolioOptimization(BaseController):
                 console.print(
                     "Please have at least 2 loaded tickers to calculate weights.\n"
                 )
+                return
 
             optimizer_view.display_ef(
                 stocks=self.tickers,
diff --git a/tests/gamestonk_terminal/portfolio/portfolio_optimization/test_po_controller.py b/tests/gamestonk_terminal/portfolio/portfolio_optimization/test_po_controller.py
index b460d56cd0f..62d63c79026 100644
--- a/tests/gamestonk_terminal/portfolio/portfolio_optimization/test_po_controller.py
+++ b/tests/gamestonk_terminal/portfolio/portfolio_optimization/test_po_controller.py
@@ -326,6 +326,7 @@ def test_call_func(
         )
 
         controller = po_controller.PortfolioOptimization(queue=None)
+        controller.tickers = ["AAPL", "MSFT"]
 
         getattr(controller, tested_func)(other_args)