THE JEROME SISTERS were the first wave of American beauties to marry into the British aristocracy, the precursors of a tide of 'Dollar Princesses' eager to swap cash for titles. Unlike their successors, however, the Jeromes were singularly lacking in dollars on a large scale, their father, Leonard Jerome, succeeding in making - and losing - three fortunes in his lifetime. Nor were they part of the fabled 'Four Hundred' old-money New Yorkers the number said to have been able to fit into Mrs Astor's ballroom.

Unsurprisingly, therefore, they were not welcomed by their prospective in-laws. The Duke of Marlborough was far from thrilled, writing to his son Lord Randolph Churchill, who proposed to marry Jennie Jerome, that he had heard that Leonard Jerome was 'a sporting, and I should think vulgar kind of man. I