You are absolutely right, but what kind of asset management are you personally interested in? Chicago knocks the socks off any school in the world when it comes to quantitative finance and economics. Think Fama, Cochrane, Moskowitz, Pastor, Rajan etc. - a whole galaxy of rockstar professors. Upon my exchange to Booth, I found the analytic finance curriculum challenging and extremely rewarding. But, the workload at Chicago was brutal and didn't leave much time for coffee chats with alums and funds(more a function of me loading up on all good classes in one term). But, upon returning to London I realised that my knowledge levels and confidence were far higher after having experienced a term at Chicago.