Beauty, we’re told, is in the eye of the beholder. There are some types of beauty that go beyond the subjective, however — the kind that stops traffic, turns modest men into Tex-Avery-style wolves and have entire feature films centered around them. This is the category that the title character of Paolo Sorrentino’s Parthenope falls into. She is named after the beguiling siren of Greek and Roman mythology, as well as the ancient handle for Sorrentino’s hometown of Naples. She is introduced emerging from the sea as if...