Before revision: Using the elements from the theory of quadratic backward stochastic differential equations with unbounded terminal data , we solve an exponential utility maximization problem with unbounded random endowments under portfolio constraints.
After revision: We solve an exponential utility maximization problem with unbounded payoffs and portfolio constraints, via the theory of quadratic backward stochastic differential equations with unbounded terminal data , we solve an exponential utility maximization problem with unbounded random endowments under portfolio constraints.