We investigate the continuity of expected exponential utility maximization with respect to perturbation of the Sharpe ratio of markets. By focusing only on continuity, we impose weaker regularity conditions than those found in the literature. Specifically, for markets of the form $S = M + \int \lambda d<M>$, we require a uniform bound on the norm of $\lambda \cdot M$ in a suitable $bmo$ space.
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