Gwyneth Paltrow has joined the cast of transsexual artist drama "The Danish Girl" for Pretty Pictures, Harrison Productions and Blossom Films reports Variety. Based on the non-fiction novel by David Ebershoff, Paltrow plays Greta Wegener, a portrait painter in 1920s Copenhagen who asked her husband Einar to stand in for an absent female model. Slipping on a dress, stockings and woman’s shoes began a metamorphosis into Lili.