These sayings come from the Gnomologium Vaticanum
78 “When Alexander arrived in Troy and gazed upon the tomb of Achilles he stopped and said “Achilles, how lucky you were to have Homer as your great herald!” Anaximenes, who was present, said, “but I, lord, will tell your tale.” “By the gods”, Alexander responded, “I’d rather be Homer’s Thersites’ than your Achilles.”
῾Ο αὐτὸς ἐλθὼν εἰς ῎Ιλιον καὶ θεασάμενος τὸν ᾿Αχιλλέως τάφον στὰς εἶπεν· „ὦ ᾿Αχιλλεῦ· ὡς [οὐ] μέγας ὢν μεγάλου κήρυκος ἔτυχες ῾Ομήρου!” παρόντος δὲ ᾿Αναξιμένους καὶ εἰπόντος· „καὶ ἡμεῖς σέ, ὦ βανιλεῦ, ἔνδοξον ποιήσομεν”, „ἀλλὰ νὴ τοὺς θεοὺς”, ἔφη, „παρ’ ῾Ομήρῳ ἐβουλόμην ἂν εἶναι Θερσίτης ἢ παρὰ σοὶ ᾿Αχιλλεύς.”
94 “When some of his friends were encouraging him to wage war against the Amazons, Alexander said “it will not bring me honor to conquer women, but it will bring me dishonor if I lose to them”
῾Ο αὐτὸς παραινούντων αὐτῷ τῶν φίλων στρατεύειν ἐπὶ τὰς ᾿Αμαζόνας εἶπε· „τὸ μὲν νικῆσαι γυναῖκας οὐκ ἔνδοξον τὸ δὲ νικηθῆναι ὑπ’ αὐτῶν ἄδοξον.”
104 “When Diogenes the Cynic was asking Alexander for a drachma he said “this is not a kingly gift.” When he then said, “give me a talent”, Alexander responded “That’s not a Cynic request.”
῾Ο αὐτὸς αἰτήσαντος αὐτὸν Διογένους δραχμὴν ἔφη· „οὐ βασιλικὸν τὸ δῶρον·” τοῦ δὲ εἰπόντος· „καὶ δὸς τάλαντον” εἶπεν· „ἀλλ’ οὐ κυνικὸν τὸ αἴτημα.”