G. A. Cohen (2000) provided us with a challenging “paradox of conviction” by means of pointing out the fact that, even when we realize that we hold certain beliefs (for example, political or religious ones) only because we have been raised to have them, this discovery does not modify what we believe. This seems to be irrational, but acknowledging that fact would entail that irrationality is much more widespread than we are, in principle, willing to accept. In this article we (...) will focus on the solution proposed by Federico Penelas (2007), according to which the paradox can be dissolved by appealing to Rorty’s “ethnocentrism”. We will try to argue that this solution can work insofar as what supports our choice to retain our “convictions” is not theoretical in character, but practical. The reason why we can continue to support certain positions that lack neutral evidence in their favour is that it would be too costly not to do it—a condition which does not, nonetheless, make it any more probable that the positions in question are theoretically acceptable. (shrink)