  This article studies the sensitivity of the power utility maximization
problem with respect to the investor's relative risk aversion, the statistical
probability measure, the investment constraints and the market price of risk.
We extend previous descriptions of the dual domain then exploit the link
between the constrained utility maximization problem and continuous
semimartingale quadratic BSDEs to reduce questions on sensitivity to results on
stability for such equations. This then allows us to prove appropriate
convergence of the primal and dual optimizers in the semimartingale topology.
