Not that I'm saying Wikipedia is always correct or complete, but if you'll notice, there are many people of much less importance than Einstein with their PhD students listed. They even list his name as one of this guy's PhD students. Although possible, I think it it very unlikely that he would be listed as the student of another, before having his own students lists, given the importance of his contributions to his field.
I heard he had one from Iran, India or some other asian region, If not phd student then how about advisory? how about prominent student in general (not necessary phd)...I read few names but do not remember from where.....just asking for help here