The Lady in the Grey Wig
Written by
E. Phillips Oppenheim
Copyright 1935
First published in The Strand Magazine Oct. 1934 and the 3rd of 4 stories in the series General Besserley Intervenes. 2nd story in the collection .
At a party of a Grand Duke, Besserley is enjoying the gardens when approached by a young, polite man who, pulling a gun, announced he was going to kill the General.