 Note that the costs of any departure from EU theory are well highlighted by Al-Najjar and Weinstein (2009), in particular the possibility of aversion to free information and aversion to opportunities for greater choice in the future. Kadane et al. (2008) and Bradley and Steele (2016) focus on the sure loss that is associated with paying to avoid free evidence. But see Buchak (2010, 2013) for nuanced discussion of this issue in relation to epistemic versus instrumental rationality.