Is there a proof that $BO(k)$ is not of the homotopy type of a finite dimensional complex?
The Grassmannian $BO(k) := \{ k\text{-dim subspaces of } \mathbb{R}^\infty \}$ classifies the $k$-dimensional vectorbundles on a $CW$ complex $X$ as: $Vect^k(X) \cong [X,BO(k)]$.
$BO(k)$ can be constructed as the direct limit of finite dimensional Grassmann manifolds $G_k(\mathbb{R}^n)$, but it is not finite dimensional itself. Is there a proof that there cannot be a better (=finite-dimensional) construction ?
My idea was showing that the cohomology of $BO(k)$ is not bounded in dimension. This works for $BO$ as follows: There are bundles with non-vanishing $k$th Stiefel-Whitney $\omega_k$ class for all $k$. (Take for example the $k$th product $\gamma_1 \times \dots \times \gamma_1$ of the tautological line bundle $\gamma_1$ over the real projective space $\mathbb{R}P^1$.) By naturality $\omega_k$ of the classifying bundle over $BO(k)$ cannot vanish and so $H^k(BO(k),\mathbb{Z}/2)$ is non-trivial. Then it should follow that $BO= colim_\to BO(k)$ cannot be finite-dimensional.
However, this idea does not work for $BO(k)$ because all characteristic classes I know "live" in the cohomology of dimension atmost rank of the bundle. Are there unstable classes in higher degrees, or is there some other way to proof the result?