As well as having one of the longest exhibition titles Scottish gallery-goers will have faced on a poster – the full spread runs to a breathless 22 words and twice mentions death – the vast show of painting, sculpture and video art opening in Edinburgh next month may also be one of the most challenging.

From Death To Death And Other Small Tales is the abbreviated version of the title. The exhibition itself showcases artworks from the collection of Greek food-magnate-turned-financier Dimitris Daskalopoulos, who has spent the last 20 years acquiring pieces based more on his own interests than on market value or fashions. "Mine is not a collection of nice contemporary art," he has said. What it is instead is an important, provocative and very particular collection dealing with death and mortality, with bodily corruption and with nakedness in all its forms.

Paired with the 60 or so works on loan from Daskalopoulos are a similar number drawn from the Scottish National Galleries collection, among them works by Pablo Picasso, Otto Dix, Tracey Emin, Joan Miro and Joseph Beuys.

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Daskalopoulos contributes works by important modern artists including Louise Bourgeois, Ernesto Neto, Marina Abramovic and Robert Gober, whose work has never been seen in a major Scottish exhibition. The Brazilian Neto has been, though never on the scale we'll see here. There's also a rare chance to view Matthew Barney's cult quintet of films, The Cremaster Cycle. And it's all free.

"We've focussed in on one of the real themes within the Daskalopoulos collection, which is around the body and human existence, the ideas of identity and how we see ourselves in the world," says Lucy Askew, senior curator at the Scottish National Gallery of Modern Art. "That was one of the things we wanted to pick up because there are really lovely resonances with the way that artists within our own collection have explored those themes."

As well as eschewing what's fashionable in modern art, Daskalopoulos clearly has no concern for practicality either. One piece he owns, for instance, is an installation by Swiss artist Cristoph Buchel called Unplugged (Simply Botiful). It includes a working bar and sleeping quarters, comes complete with piles of junk and covers an area of 5000 sq ft. It's virtually unshowable and quite possibly unsellable too.

Wherever the Buchel piece is currently, it's staying there. But one over-sized work which is making the trip to Scotland is Ernesto Neto's It Happens When The Body Is Anatomy Of Time. A walk-through wonderland of shapes which could be bones or hooves or magnified elongated blood cells, the sculpture dominates Modern One's largest gallery and in many ways forms the exhibition's centrepiece.

"It's an extraordinary, immersive, sensorial work," says Askew. "Neto often works with spices, so as soon as you walk in you'll be met with this wonderful scent of cumin and cloves and turmeric which draws you into the space. It's going to be a real hit."

Spicy in a different way are confrontational works by two female artists, the late French-American sculptor Louise Bourgeois and Marina Abramovic, a New York-based Serb whose performance art involves pushing her body (and her audience) to extremes. She has cut herself with knives, burned herself, taken anti-psychotic drugs and let audience members variously whip her, stick rose thorns in her stomach and point a loaded gun at her head.

The piece by Bourgeois, who died last year aged 98, is called Fillette (Sweeter Version). The title means "little girl" but the piece is essentially a phallus in faecal brown, its meaning rooted in Bourgeois's experiences as a wife and mother of three boys. "From a sexual point of view, I consider the masculine attributes to be extremely delicate," she once said of the sculpture. "They're objects that the woman, myself, must protect."

One of the Abramovic works on show is Imponderabilia, a video work made in 1977. It involved Abramovic and her then-partner, the German performance artist known only as Ulay, standing naked in a doorway, inches apart, while audience members squeezed past them. It was originally performed in a gallery in Bologna and intended to run for six hours. The police shut it down after three and took Abramovic's passport away. The other work, 1995's Cleaning The Mirror, presents a stack of five monitors showing Abramovic in various stages of scrubbing clean a grimy human skeleton.

Askew says: "Whereas in previous centuries there has been a focus on the figurative and narrative structures and on the body as a thing of beauty, artists in the 20th century right up to the present day have explored the human body for its power and its impulses to tell us something about the human psyche."

What that is, exactly, will be for each viewer to decide as they navigate these pieces and others; two floors of art loaned from a collector with an eye for the unsettling and whose tastes are for work that asks the big questions. At the very least, From Death To Death And Other Small Tales will offer some fresh takes on these old stories and, perhaps, some new perspectives on life.

From Death To Death And Other Small Tales: Masterpieces From The Scottish National Gallery Of Modern Art And The D Daskalopoulos Collection is at the Scottish National Gallery of Modern Art, Edinburgh, from December 15 until September 8, 2013

Fountain by Marcel Duchamp

One of the most iconic and infamous works of 20th century art, French surrealist artist Marcel Duchamp found a urinal in 1917, signed it "R Mutt" and tried to exhibit it at the New York-based Society Of Independent Artists. It was rejected. The original Fountain is now lost but in 1964 Duchamp cast eight more: Dimitris Daskalopoulos has number five, purchased for £1.1 million in 1999 – the only one still in private hands. "A really iconic and really famous image that has tested the boundaries of what contemporary art and conceptual art could be and has been hugely influential," says senior curator Lucy Askew.

La Poupee by Hans Bellmer

The German Surrealist began making fetishistic, sexualised life-size female dolls in the early 1930s. Typically he would photograph them arranged in various poses, and in 1934 published a book (anonymously) featuring 10 of these stark, unsettling images. During the war he made fake passports for the French Resistance and later gave up doll-making to concentrate on making sexually explicit photographs and erotic drawings. The photograph on display in the exhibition was once owned by Andre Breton, a leading light in the Surrealist movement, and shows the second doll Bellmer made, from 1935.

Cremaster by Matthew Barney

The Californian artist's five-strong Cremaster Cycle of films has been called one of the masterpieces of avant-garde cinema. Shot non-sequentially between 1994 and 2002 (Barney started with Cremaster 4 and finished with Cremaster 3) they vary in length from three hours to one and the artist has made them unavailable to buy on DVD. All of them will be shown in the Edinburgh exhibition, however, screened on five monitors arranged in a pentagram around five vitrines – cases, basically – in which Barney has arranged sculptural objects related to each of the films. Barney now lives in New York with his partner, Icelandic singer Bjork.