My first reaction here is to ask if you have any background in the industry. One option is to invest for your own account, develop a successful track record in so doing, and then with that track record in hand seek out investors for your fund or holding company. Another alternative is to obtain a position at an investment bank or investment fund and work your way up, gaining experience the old-fashioned way. This progression will be slow but mentorship from those who have done it before and can show you the ropes will be invaluable.

Related: The Best Place to Put Your Money? Other People's Businesses. Really.