A £320 million art collection owned by Steve Cohen, a billionaire hedge fund manager, is to be shown for the first time.

Edvard Munch's Madonna

The names of famous works owned by Mr Cohen, America's 36th richest man, emerged as he announced he was to lend 20 paintings and sculptures to Sotheby's in New York for an exhibition in April.

The works, by artists including Willem de Kooning, Pablo Picasso and Lisa Yuskavage, all depict female subjects and aren't for sale, said Jonathan Gasthalter, Mr Cohen's spokesman.

The collection is worth an estimated $450 million (£320 million), according to private art dealers.

The show will include Andy Warhol's Turquoise Marilyn (1964) and Vincent van Gogh's Portrait of a Young Peasant Girl (1890).

Among other highlights is Willem De Kooning's Woman III (1952-53), the only remaining work from its series not to be in a museum.

Mr Cohen purchased Warhol's Marilyn from Stefan Edlis, a Chicago collector, for about $80 million (£57 million) in 2007.

The De Kooning was purchased privately from David Geffen, the music tycoon, for about $137 million (£98 million) in 2006.

Among others in the collection, Pablo Picasso's Le Repos (1932) was bought at Christie's for $34.7 million (£25 million) in 2006.

In a statement released through Sotheby's, Mr Cohen said: "Our collection has not been curated before It will be an exciting experience for us."

The exhibition runs from April 2-14 and is free to the public.