Pinacoteca is Sao Paulo's place for visual arts with focus on Brazilian modern/contemporary art (from late 19th century on). It holds around 30 temporary exhibitions every year, which in my view is the best quality of the museum. So, check the website for the temporary exhibitions (http://www.pinacoteca.org.br/pinacoteca-en/). The museum is owned by the state government and prices are very affordable...
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