The article examines financial risks arising when expectations about the future begin to shape current investment, organizational, and contractual decisions before the underlying assumptions have been sufficiently validated. The article draws the distinction between economic futurology, understood as the study of possible economic transformations, and futurological economics, understood as a system of economic relations in which expectations about the future directly influence resource allocation and the structure of commitments. The article develops an approach to assessing financial vulnerability on the basis of three interrelated characteristics: the time required to verify the underlying assumption, the economic reversibility of the decision, and the distribution of potential losses among the parties involved. The concept of an expectation verification lag is introduced to capture the temporal relationship between the point at which an assumption can be substantively tested and the point beyond which revising the decision entails disproportionate costs. The article substantiates the category of financial costs of premature certainty, comprising three principal components: losses associated with specialized assets; costs arising from the restructuring of contractual and organizational relationships; and losses resulting from the narrowing of previously available alternatives. A typology of decision-making regimes is proposed. This typology takes into account both the duration of the verification period for the initial assumptions and the degree of reversibility of the decisions made. The findings may be of interest to researchers in financial risk, investment analysis, and technological development, as well as to professionals involved in designing national and regional economic policy measures.