To be privately owned
Sorgenfri Palace

Sorgenfri Palace, a structure on the island of Zealand, is a Danish palace in private ownership. It is located in the municipality of Lyngby-Taarbæk and once served as a royal residence, known as the summer residence of King Christian X and Queen Alexandrine.
History+
Sorgenfri Palace was built in 1705 and 1706 for the Danish statesman Count Carl von Ahlefeld. In 1730, the estate was acquired by the Danish royal family and served as a residence for various members of the royal family, including King Frederick V. His aunt, Sophie Caroline of East Frisia, initiated expansions and a reconstruction of the main building by court architect Lauritz de Thurah between 1756 and 1757. In the 20th century, the palace was the summer residence of King Christian X and Queen Alexandrine, where their sons, the later King Frederick IX and Prince Knud, were also born.
Source: Wikipedia · Licence: CC BY-SA 4.0 · Image: http://commons.wikimedia.org/wiki/File:Sorgenfri_Slot_2005-01.jpg
This description draws on the facts documented in the linked Wikipedia article; Wikipedia content is licensed under CC BY-SA 4.0. Wording and editing: Mobile History.
Location: 55.7788, 12.4969