Consider a compact Riemann surface $X$ of genus $\ge 2$, and consider the set $M$ of stable holomorphic vector bundles of rank $n$ and degree $d$ on $X$, up to isomorphism.
At that point, one states that one can describe a complex manifold $\mathcal{M}$, which as a set is in bijection with $M$.
My question is: The above statement is not really well-defined (it is only well-defined when given together with its proof); I would prefer a statement about existence of some complex manifold with some universal property. Could you specify such a property, or give a reference?