This article revisits Hayden White’s claims about historical representation and interpretation as they apply to the historiography of the Holocaust. It engages with the recent work of three theorists of history, all of whom are to a greater or lesser extent indebted to White: Kalle Pihlainen, Jouni-Matti Kuukkanen, and Paul A. Roth. In particular, I examine Kuukkanen’s ‘post-narrativist philosophy of historiography’, which regards history as constructed – there is no truth in terms of correspondence – but at the same time as a rational enterprise, thus disallowing interpretations that do not conform to established and shared disciplinary rules. Kuukkanen looks to the historiography of World War I for his examples, while here I turn to the Holocaust as a powerful test case for theory of history. The article concludes that ‘rational constructivism’ leaves the problem of adjudicating between competing narratives which meet the criteria to be considered as ‘rationally constructed’ unanswered and argues that this state of affairs – which means the permanent impossibility of closure – should be approved of rather than worried about.