Eco­no­mists cla­im that prin­ci­ples of ratio­na­li­ty are nor­ma­ti­ve prin­ci­ples. Nevert­hel­ess, they go on to explain why it is in a person’s own inte­rest to be ratio­nal. If this were true, being ratio­nal its­elf would be a means to an end, and ratio­na­li­ty could be inter­pre­ted in a non-nor­ma­ti­ve or natu­ra­li­stic way. The alter­na­ti­ve is not attrac­ti­ve: if the only argu­ment in favor of prin­ci­ples of ratio­na­li­ty were their intrin­sic appeal, a com­mit­ment to ratio­na­li­ty would be irra­tio­nal, making the noti­on of ratio­na­li­ty self-defea­ting. A com­pre­hen­si­ve con­cep­ti­on of ratio­na­li­ty should recom­mend its­elf: it should be ratio­nal to be ratio­nal. Moreo­ver, sin­ce ratio­nal action requi­res ratio­nal beliefs con­cer­ning means-ends rela­ti­ons, a natu­ra­li­stic con­cep­ti­on of ratio­na­li­ty has to cover ratio­nal belief for­ma­ti­on inclu­ding the belief that it is ratio­nal to be ratio­nal. The paper con­siders four con­cep­ti­ons of ratio­na­li­ty and asks whe­ther they can deli­ver the goods: Baye­sia­nism, per­fect ratio­na­li­ty (just in case that it dif­fers from Baye­sia­nism), eco­lo­gi­cal ratio­na­li­ty (as a ver­si­on of boun­ded ratio­na­li­ty), and cri­ti­cal ratio­na­li­ty, the con­cep­ti­on of ratio­na­li­ty cha­rac­te­ri­zing cri­ti­cal ratio­na­lism. The ans­wer is sum­ma­ri­zed in the paper’s title.