It can be somewhat inefficient if you venture forth on your own and have
to learn everything as you go. That's an expensive learning experience.
But with an MBA focused on entrepreneurship, you have formal courses
that will bring you up to speed in finance, marketing, sources of
capital--things you could learn on your own but that might be
inefficient to do so. It might be more difficult to raise money without
an MBA. It's easier if you have the imprimatur of a school behind you.
That has some real symbolic value and a network for you, which might
turn out to be very important.
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