In the world of business, Unicorn is the new jargon name given to start-up companies that will ideally create their market or become the market leader in a segment.
In the world of finance, a Unicorn, is a company, usually a start-up that does not have an established performance record, with a stock market valuation or estimated valuation of more than USD 1 Billion. 
Nowadays, the current belief in the sophisticated investors’ community is to go out and find a unicorn and massively invest in the beginning or at a later stage, depending on their investment policy.
Their vision is totally passive. They expect to see a unicorn around the corner of their offices or at the premises of an incubator.
They have not understood that they really can participate in actually making a unicorn.
Most investors do not realize the importance of their own role and of their contribution in making a start-up they invested in become a unicorn.
Becoming a Unicorn Shepherd
In order to increase his/her chances of having invested in a unicorn, a private equity investor should become a Unicorn Shepherd.
That means he/she should devote some time to network on behalf of the company and introduce it to other investors, suppliers, clients, journalists and member of authorities. That also includes an active participation at the shareholders’ meetings and if possible as guest or member at the board meetings.
Source Investopedia modified.