Kevin Costner isn't finished with Hollywood Westerns. More than 30 years after winning Oscars for both Best Picture and Best Director for Dances With Wolves, the director/star is back in movie theaters this summer with Horizon: An American Saga.

True to its title, Horizon is an epic undertaking of four interconnected films telling a 12-year story of settling the American West in the years before and after the Civil War. The first two movies, which are set for U.S. theatrical release this summer after the first just premiered at the Cannes Film Festival, was self-financed by Costner. He has no regrets about the price.

"I don’t need four homes,” Costner said in a press conference at Cannes on Monday. “I’ll risk those homes to make my movies. I want to leave those homes to my children, but my children will have to live their own lives.”

Richard Foreman/Warner Bros.

As Costner previously explained to Entertainment Weekly, he's been dreaming of making Horizon since at least 1988. His son Hayes, now 15 years old, is even named after the main character played by Costner. Hayes makes his acting debut in Horizon.

"I just don't fall out of love with things I like," Costner told EW. "I am always looking for the next great movie."

In order to finance the remaining installments of Horizon, Costner said that he has "knocked on every boat in Cannes" to raise funds. But he's confident in the work.

Costner isn't the only veteran director self-financing his new film at Cannes this year, either. Francis Ford Coppola's Megalopolis, which the director self-financed with the funds from his California vineyards, also premiered at the festival. Costner isn't afraid of comparisons.

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"I don’t think anybody’s else’s movie is better than mine," Costner said at the Cannes conference, according to Deadline. "I made it for people.”

The first movie of Horizon: An American Saga hits U.S. theaters on June 28, with the second due on Aug. 16.