I suggested to dgou -- his name on Ravelry -- that he use the yarn tail to weave through the stitches in the first round, and then pull it tight. It would create an After-the-Fact Magic Loop.
He liked the idea and even coined a new name for it: The Retroactive Magic Loop. (Thanks, dgou!)
I almost always finish off my hats with a Retroactive Magic Loop. So easy. More photos are here.