What`s the CORRECT way to pronounce Alexander Alekhine's name?

The Oxford Companion to Chess, 1987, gives the following pronunciation:  Al-yekh-een.

In a 1949 poem "Pronunciation" by Nat Halper contained in The Best of Chess Life and Review, Volume I, 1933-1960, Halper made rhythms about the names of over 60 famous chess players.  In his introduction to the poem, Halper states: "Now I was forced to learn how to speak their names before I could fit them into my rhythms and my rhyme. If you, in your turn, study my rhythm and my rhymes, you will learn the pronunciation of more than three score names."  The poem included "I will have to pull my neck in For she dotes upon Alekhin."  Meaning his name rhymed with "neck in."