I was accepted to HEC and almost submitted my application to Bocconi (along with St. Gallen, it was my backup).
From what I gather, Bocconi's strengths rest in its finance and economics programs. The school also has a sterling reputation in Italy (obviously) as well as some ties with Eastern Europe. There's somewhat of a presence of Bocconi alumni in London.
HEC has a better reputation and broader network, so this school will give you more options in Europe.
I don't think that entrepreneurship plays a major role in either school. But HEC is probably a better option for consultancy, unless you aim to work in Italy.
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