This would conflict with the generally accepted story, that the Greek general Ptolemy took Alexander's body with him back to Egypt, where it was used to bring legitimacy to his new regime.
He was transported to Memphis, then Alexandria and was laid to rest there and Roman Emperor's used to come and pay respects at his tomb long after his death,
http://en.wikipedia.org/wiki/Memphis,_Egypt#Ptolemaic_Period
http://en.wikipedia.org/wiki/Tomb_of_Alexander_the_Great
The title of this post is way off, it doesn't even reflect the actual article.