This is a classical question that was probably posed by Blaschke and partially solved by Jorgens and Calabi but I think was finally solved completely by Cheng and Yau in "Complete Affine Hypersurfaces. Part I. The Completeness of Affine Metrics" in CPAM 1986, if you assume sufficient regularity of the boundary. These bodies can be defined without any assumption on regularity except for convexity, but I am less sure about what is known in that case.