http://www.chess.com/forum/view/general/how-do-you-correctly-pronounce-quotalekhinequot
Alekhine

Personally like Alex but with a k, then hine, silent e. So Alek-high-n for me I didn't even think of any other way.

They covered this during the Alehine Memorial tournament, where they talked about how not even Alekhine didn't pronounce it right! He pronounced it as "al-YEK-in" though the announcers said that the Anglo "al-LEK-high-n" is fine.

They covered this during the Alehine Memorial tournament, where they talked about how not even Alekhine didn't pronounce it right! He pronounced it as "al-YEK-in" though the announcers said that the Anglo "al-LEK-high-n" is fine.
That is the problem, names do not have to follow rules. He can pronounce it as he wishes and it is correct.
How should his name be pronounced?