“My first love in art was the proverbial one that got away,” says Ken Griffin, the CEO of the hedge fund Citadel. In 1999, he lost out on a sculpture of a dancer by the French Impressionist Edgar Degas. He has rarely let it happen again. Over the past two decades, Griffin has emerged as one of the world’s most dogged, deep-pocketed collectors. His treasures include Abstract Expressionist paintings worth nine figures, rare historical documents, and a Madonna and Child attributed to Leonardo da Vinci.

While Griffin previously lent many of his most valuable works to museums anonymously, he has expanded and become more public about his activities…

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