OF THE MANY women who figured in the lives of Gertrude Stein and her circle in the early 20th century, the Cone sisters—fabulously wealthy, single women from Baltimore—stand out as power brokers in the Paris art world in their own right. Their money came from the family’s denim mills, the largest in the world. Although deeply steeped in the Victorian mores of their time, they bought “works by artists who, at the time, were dismissed as charlatans, or denounced as pornographers, and sometimes both,” in the words of Mary Gabriel in The Art of Acquiring.