Another more sinister suggestion is that he is linked to the old Soviet state security service, the KGB.
Mr Zhirinovsky, the litigious leader of the Liberal Democratic Party, who has taken journalists to court for calling him a fascist, has threatened to sue me twice. What made him touchy was my asking what he was doing in Turkey in 1969, and whether he could confirm that he had been briefly jailed before the Turks deported him. Lack of a satisfactory answer raises suspicions of something in his background.
Turkish newspapers say he was working as a translator during the building of the Aliaga oil refinery, and was thrown out of the country for spreading communist propaganda. 'Since then, there has been no lack of rumours that he was a KGB agent,' says Yalcin Dogan, editor of Milliyet. The Foreign Ministry in Ankara will only confirm that the Russian was in Turkey at that time.
Mr Zhirinovsky, who speaks English, French and German as well as Turkish, makes only a tiny reference to his time in Turkey - a member of Nato - in his autobiography, The Last Surge to the South.
'I practically arranged my own traineeship in Turkey for eight months,' he writes. 'There a little incident happened. They tried to accuse me of spreading communist propaganda, because I had given some Soviet badges to some local Turkish guys. Again I was unlucky.' (Before this he had been describing his lack of luck with women at university.)
An ethnic Russian born in the Kazakh capital of Alma Ata in 1946, Mr Zhirinovsky graduated from Moscow University's prestigious Institute of Asia and Africa. In the old Soviet Union, advanced language training was not given to the masses, and one did not usually go abroad before being 'called in for a chat' by the KGB.
A second degree in law helped him to become head of the legal department at Mir (Peace), an official publishing house. He was still working there in 1990 when abolition of the Communist Party's political monopoly enabled the Liberal Democratic Party to be one of the first new parties to register.
That it is neither liberal nor democratic we now know, but much remains to be found out about the LDP. For example, where did it raise the money for the high-powered election campaign that included the purchase (at pounds 460 a minute) of two hours and 44 minutes of television time, on top of the free broadcasts that were given to all the parties?
At a press conference on Tuesday, Mr Zhirinovsky - who sent a small contingent of his volunteers to Badghdad after the Gulf war as a gesture of support to Saddam Hussein - strenuously denied that he had received financial help from Iraq (a former KGB client state). 'Not one kopeck,' he protested. 'We have more than one billion roubles ( pounds 660,000) in the party fund, and it came entirely from voluntary donations from Russian citizens. I am very grateful that they made these contributions from their miserable pensions. I kneel down before them to thank them for their trust in me.'
Another theory is that the military or security services helped him. His press conference was attended by sympathetic senior army officers, and congratulatory telegrams were read out from men of the Baltic and Black Sea fleets.
Next to Mr Zhirinovsky sat his candidate for security minister, Sergei Abeltsev, who was introduced as a 'Russian intelligence officer'. A bald hulk of a man, who looked like a night- club bouncer, he briefly expressed the hope that former KGB men who have gone into commerce would return to their first profession: the fight against crime.