http://en.wikipedia.org/wiki/Constantine_IX_Monomachos#Family

(Constantine IX's)

Family

Constantine Monomachos was married three times:

1. to a wife of unknown identity.
2. to Helena Skleraina, daughter of Basil Skleros, great-granddaughter of Bardas Skleros, and niece of Emperor Romanus III.
3. to the Empress Zoe

• After the death of his second wife, Constantine also took her first cousin Maria Skleraina as his mistress.
• At the time of Constantine's death in January 1055, the emperor had another mistress, a certain "Alan princess", probably Irene, daughter of the Georgian Bagratid prince Demetrius.[33]