How do you deal with certain family members not liking your babies name?

Sofie

I found out I am having a boy. I wanted a European name because I am from Portugal and my husbands mom is from Finland. We chose Aleksi for him and I love it. There is absolutely no changing my mind but my brother hates it and has made fun of it like no other. How do you deal with certain family members making fun of your chosen baby name?