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, foritkovi\'c (2007), a local bmo hypothesis, a condition which is seen to always be trivially satisfied in the setting of Larsen and Zitkovi\'c (2007). 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.
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, we require, in addition to the V-compactness hypothesis of Larsen and \v{Zitkovi\'c (2007), a local bmo hypothesis, a condition which is seen to always be trivially satisfied in the setting of Larsen and Zitkovi\'c (2007). For } markets of the form S = M + \int \lambda d<M>, these conditions are simultaneously implied by the existence of a uniform bound on the norm of \lambda \cdot M in a suitable bmo space.
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for
we require, in addition to the V-compactness hypothesis of Larsen and \v{Z
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these conditions are simultaneously implied by the existence of