Learn to write e-mails that engage prospective clients

There are a number of ways of approaching a prospect. One of the statistically less successful ways is e-mail. However, if you don't have another option, and especially if you know how a cold e-mail should be written, you may significantly increase your chances of engaging prospective clients. So how should you write an e-mail message that not only the prospect won't delete, but, ideally, they'll actually reply to?