Does the Measure Matter in the Mutual Fund Industry?

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Portfolio performance evaluation with loss aversion (2010, unknown): “On the one hand, Eling and Schuhmacher (2007) and Eling (2008) perform empirical studies and demonstrate that Sharpe ratio rankings of funds are virtually identical to those of alternative performance measures. These authors conclude that the choice of performance measure is irrelevant. On the other”
The profitability of pairs trading strategies: distance, cointegration and copula methods (2016, unknown): “‡For detailed explanation and calculation of lower partial moment measures, refer to Eling and Schuhmacher (2007). §For detailed explanation and calculation of drawdown measures, refer to Schuhmacher and Eling (2011).”
Skewed distributions in finance and actuarial science: a review (2015, background): “However, many published studies indicate that this assumption is not supported empirically; indeed, models based on this assumption fail to satisfactorily fit into real-world data (see, for example, Fama 1965; Fung and Hsieh 2000; Eling 2008).”
The performance of hedge funds and mutual funds in emerging markets (2010, methodology): “and Nasdaq stocks used in Fama and French (1993) and Carhart (1997)) is to use a broad emerging market index such as the IFC emerging market index, which results in much higher adjusted R(2).”