Here’s an easy solution: build your own museum. Apparently, some people are bothered by the idea that any collection they bequest to a major institution, 90% of it will stay in storage. Donald and Shelley Rubin built the Rubin Museum of Art in Chelsea just to solve this quandry. Mr. Rubin says he did not have any idea what it would cost, but went ahead anyway. While the solution for most of us is to buy more shelving at Ikea, other weathy collectors have done the same.