Wagner, Sir Anthony Richard; ‘Pedigree and Progress: Essays in the Genealogical Interpretation of History’

Please see Discussion about whether his wife's name was Cleopatra.

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As to Alexander, the son of Herod the king, who was slain by his father, he had two sons, Alexander and Tigranes, by the daughter of Archelaus, king of Cappadocia.

Tigranes, who was king of Armenia, was accused at Rome, and died childless;

Alexander had a son of the same name with his brother Tigranes, and was sent to take possession of the kingdom of Armenia by Nero;

he had a son, Alexander, who married Jotape, (17) the daughter of Antiochus, the king of Commagena; Vespasian made him king of an island in Cilicia. But these descendants of Alexander, soon after their birth, deserted the Jewish religion, and went over to that of the Greeks.

Josephus: Antiquities of the Jews XVIII Chapter 5 .http://religiousstudies.uncc.edu/people/jtabor/john.html