Chicago is an ultra elite cluster school and is in the very top tier of finance. Cornell is a fine school that I have recommended to many applicants, but it is simply outclassed. Johnson has far fewer placements at the major firms and a smaller almuni base. This is much like choosing between HBS and Yale SOM for General Management or Stanford and Haas for General Management- no matter how one frames the question the answer of which has a stronger general reputation is manifest.
That said, if you genuinely do not like a school, you should not force yourself to go there.