A Coming-Out Party

Luxembourg's Musée d'Art Moderne Grand-Duc Jean has almost everything a modern art museum could want: a prime location overlooking the nation's capital, a dramatic new building designed by renowned architect I.M. Pei and an expected deluge of art-hungry visitors. Luxembourg is one of this year's European Capitals of Culture, and a new TGV fast-train line from France opens in June.

Just one thing is missing from the museum: modern art. Since its opening last July, the place has seemed oddly empty. Unlike its more established peers — Paris' Pompidou Center, Amsterdam's Stedelijk Museum, New York City's...

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