Paula Fredriksen's Jesus of Nazareth, King of the Jews: A Jewish Life and the Emergence of Christianity, (New York: Knopf) 1999 addresses the claim of the gospels that Jesus was Messiah, the anointed one of God. This is also found in Paul: that Jesus was the son of David "according to the flesh," that is, by physical descent.
While early writers clearly redefine Messiah to bring it into line with their religious convictions about Jesus (the Messiah is one who suffers, dies and rises after three days), the concept nonetheless coheres with Jesus' crucifixion and the inscription over the cross "The King of the Jews." This discussion is very important. For those who are in search of the historical Jesus, the discussion of course speaks to the question of messianic self-consciousness. Yet Prof. Fredriksen avoids this morass into which many New Testament scholars fall, preferring instead to dwell on the meaning of the crucifixion as an historical event by the Romans intentionally acting as a deterrent to the followers of Jesus. However, I think the issue requires more discussion. Matthew, for example, as I have argued in my book Jesus the Meek King, elaborates the motif through use of Zechariah. Matthew thus opens a window both onto the Hellenistic ideal of a meek king and at the same time onto the person of Jesus born King of the Jews. Matthew does this without differentiating between who Jesus was and his own description of Jesus.