Milan is the place to be these days if you’re rich and can stand the pizza. Goldman Sachs Group’s Richard Gnodde, who leads the firm’s businesses outside North America, is among financial executives relocating from London after the U.K. changed its tax rules for foreign residents. Ann Kaplan Mulholland, a Canadian reality-TV star who owns a castle in Kent with her husband, is also making the move, though she bemoans the lack of culinary........

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