His mother Elsa Asenijeff nee Packeny (1867-1941), from a rich Viennese family, was married to his Bulgarian father from 1890 to 1896, and is most famous as a writer, and partner, from 1897 to 1916, of the German artist Max Klinger (1857-1920). She adopted the name Asenijeff, which she first used as a pen name, in memory of her first son Asen, who died in infancy.