I think about this often. Chasing a big salaried job is like being the tallest midget. I think if you want to really play the big money/status game then entrepreneurship is going to be the bigger prize. Getting an MBA is the risk-averse option and probably won't get you that big salary you're dreaming of. There are just too many externalities here. His cites his sister, but was she promoted often to get up gender quotas, that he as a man, would not qualify for? Is she better connected than him? More attractive? Better natural social and empathic skills? How much did just luck play in her success?

I think you probably have a better chance of starting a successful business than fight your way to a C-level job.