  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{Z}itkovi\'c (2007) (ArXiv: 0706.0474), a local
$bmo$ hypothesis, a condition which is seen to always be trivially satisfied in
the setting of Larsen and \v{Z}itkovi\'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.
