Alexander the Great's accomplishments and legacy have been depicted in many cultures. Alexander has figured in both high and popular culture beginning in his own era to the present day. The Alexander Romance, in particular, has had a significant impact on portrayals of Alexander in later cultures, from Persian to medieval European to modern Greek. Alexander may already have considered himself as the "King of Asia" after his victory at Issos, a conception strengthened by his subsequent successes. The conception might have inspired the title given to Alexander in Babylonian documents, "king of the world (since "king of Asia" had no meaning in Babylonian geography). It might also be alluded in the sarcastic comments by Anaxarchus, trying to rouse Alexander after the murder of Cleitus. or in the orator Demades' comments that if Alexander were dead, "The whole world would stink of his corpse". Alexander is called "kosmokrator", ruler of the world, in the later Alexander Romance. Alexander features prominently in modern Greek folklore, more so than any other ancient figure. The colloquial form of his name in modern Greek ("O Megalexandros") is a household name, and he is the only ancient hero to appear in the Karagiozis shadow play. One well-known fable among Greek seamen involves a solitary mermaid who would grasp a ship's prow during a storm and ask the captain "Is King Alexander alive?". The correct answer is "He is alive and well and rules the world!", causing the mermaid to vanish and the sea to calm. Any other answer would cause the mermaid to turn into a raging Gorgon who would drag the ship to the bottom of the sea, all hands aboard. 
What self proclaimed name did Alexander refer to himself as?
King of Asia