PII: 1057-0810(95)90010-1 Benson, Ear1 a., DaYid s. Rysrrom, and Greg T. Smersh, ‘~omm~ssjon Mot~v~ied Trad- ing Patterns of Brokers Across the Produc- tion Month,‘” 4(2): 8 l-95 Boldin, Robert J., and Keith Leggett, “Bank Dividend Policy as a Signal of Bank Quai- ityp 4(l): 1-8 Chang, Y. Regina. see Fan, Jessie X, Cox, Larry A., and Sandra G. Gustavson, “The Market Priming of Disability Income Insur- ance for Individuals,” 4(2): ! OS-1 22 Crabb, Ronald R., “Efficient Frontiers in Estate P~arrrring,” 3( I ): r-27 Daniels. Kenueth N., Neil B. Murphy, andDen- nis M. G’Toole, “An Empirical Analysis of the Use of Money Orders, the Payment Sys- tem of the Poor,” 3(l): 75-81 DeVaney, Sharon A., and Ruth H. Lynon, ~~Hou~~~o~d ~nso~ven~y~ A Review of Household Debt Repayment, Delinquency, and Ba~r~~~c~~ 4(2): 137-156 Fan, Jessie X,, ‘i*, Regina Char& and Sherman Hanna, “‘Real Income Grow&h and Opti& Credit Use,” 311 f : 45-58 Fields, Joseph A,, David S. Kidwel, and Linda S. Klein, ‘%oupon Resets Versus Poison Puts: An ~~d~vidua1.s Valuation of Event Risk Provisions in Corporate Deb&” 3(2): f43-156 F&J, John L. see Smaby, Timothy R. Gustavson, Sandra G. see Cox, Larry A. Hamill, James R, and Joe1 S. Stemberg. “Tax Savings ~pportnn~t~es in Estate Freeze Tm~a~t~o~: An A~~~~at~~ of the Black &holes Modes,” 4(I): 9-22 Hanna, Sherman. .re~ Fan, Jessie X. Heck, Jean Louis, Terry L. Zivney, and Naval K. Modani, “A Simplified Approach to Measuring Bond Duration,” 4(I): 31-40 Ho, Kw& Moshe Arye Mifevsky, and Chris Munson, “Asset A~l~at~o~~ Life Expec- tancy and Shortfall,” 3(2): 109-I% Kidwell, David S. see Fields, Joseph A. Klein, Linda S. see Fields, Joseph A. Knight, John R., and Lewis Mandeft, ‘“Gptimaf Holding Period of Assets that Must he Liq- uidated,” 4(Z): 97-1Og Leggett, Keith. see Boldin, Robert J, Littte, Philip L. see Ragsdale, Cliff T. Lytton, Ruth H, see DeVaney, Sharon A, Mandell, Lewis, se@ Knight, John R, ~an~iero, George, sect Mangier, Susan Mangiero, Susan, and George Mangiero, “Quantifying Present Valuation Errors,’ 4(L): 23-W MiIevsky, Moshe Arye. see Ho, Kwok Modani, Naval K see Heck, Jean Louis, Murphy, Neil B. see Daniels, Kenneth N. G’Toote, Dennis M. see Daniels, Kenneth N. Poofe, Barbara S., “‘A Pm~t~t~o~r?s Perspee- tive: Comments on ‘Analysis of U,S. Sav- ings Bonds,“’ 4( 1): 57-60 Poole, Barbara S., “A Practitioner’s hrspec- tive: Comments on *Asset Allocation, Life ~pe~~n&y and ShortfaR,“’ 3(2): lSW58 166 FINANCIAL SERVICES REVIEW. 3-4 1993-1995 Potts, Tom L., and William Reichenstein, Stock Returns to Enhance Portfolio Per- “Analysis of U.S. Savings Bonds,” 4(l): formance,” 3(l): 29-43 41-56 Robinson, Chris. see Ho, Kwok Puelz, Amy V., “The Individual’s Tax-Exempt Rystrom, David S. see Benson, Earl D. Bond Portfolio Decision Under Income Un- certainty,” 3( 1): 59-73 Seila, Andrew F., see Ragsdale, Cliff T. Smaby, Timothy R., and John L. Fizel, “Fund Closings as a Signal to Investors: Investment Ragsdale, Cliff T. Ragsdale, Andrew F. Seila, and Philip L. Little, “An Optimization Model for Scheduling Withdrawals from Tax Deferred Retirement Accounts,” 3(2): 93-108 Randolph, William Lewis, “The Impact of Mu- tual Fund Distributions on After Tax Re- turns,” 3(2): 127-141 Reichenstein, William. see Potts, Tom L. Reichenstein, William. see Rich, Steven P. Rich, Steven P., and William Reichenstein, “Using the Predictability of Long-Horizon Performance of Open-End Mutual Funds that Close to New Shareholders,” 4(2): 71- 80 Smersh, Greg T. see Benson, Earl D. Stemberg, Joel S. see Hamill, James R. Sullivan, A. Charlene, and DebraDrecnik Wor- den, “Credit Cards and the Option to De- fault,” 4(2): 123-136 Worden, Debra Drecnik. see Sullivan, A. Char- lene Zivney, Terry L. see Heck, Jean Louis, ARTICLETITLES “Analysis of U.S. Savings Bonds,” Tom L. Potts and William Reichenstein,4( 1): 41-56 “Asset Allocation, Life Expectancy and Short- fall,” Kwok Ho, Moshe Arye Milevsky, and Chris Robinson, 3(2): 109-126 “Bank Dividend Policy as a Signal of Bank Quality,” Robert J. Boldin and Keith Leg- gett, 4( 1): l-8 “Commission Motivated Trading Patterns of Brokers Across the Production Month,“Earl D. Benson, David S. Rystrom, and Greg T. Smersh, 4(2): 8 1-95 “Coupon Resets Versus Poison Puts: An Indi- vidual’s Valuation of Event Risk Provisions in Corporate Debt,” Joseph A. Fields, David S. Kidwell, and Linda S. Klein, 3(2): 143- 156 “Credit Cards and the Option to Default,” A. Charlene Sullivan and Debra Drecnik Wor- den, 4(2): 123-l 36 “Efficient Frontiers in Estate Planning,” Ronald R. Crabb, 3(l): l-27 “An Empirical Analysis of the Use of Money Orders, the Payment System of the Poor,” Kenneth N. Daniels, Neil B. Murphy, and Dennis M. O’Toole, 3( 1): 75-81 “Fund Closings as a Signal to Investors: Invest- ment Performance of Open-End Mutual Funds that Close to New Shareholders,” Timothy R. Smaby and John L. Fizel, 4(2): 7 l-80 “Household Insolvency: A Review of House- hold Debt Repayment, Delinquency and Bankruptcy,” Sharon A. DeVaney and Ruth H. Lytton, 4(2): 137-l 56 “The Impact of Mutual Fund Distributions on After Tax Returns,” William Lewis Ran- dolph, 3(2): 127-141 “The Individual’s Tax-Exempt Bond Portfolio Decision Under Income Uncertainty,” Amy V. Puelz, 3( 1): 59-73 “The Market Pricing of Disability Income In- surance for Individuals,” Larry A. Cox and Sandra G. Gustavson, 4(2): 109-122 167 “Optimal Holding Period of Assets that must be Liquidated,” John R. Knight and Lewis Mandell, 4(2): 97-108 “An Optimization Model for Scheduling With- drawals from Tax Deferred Retirement Ac- counts,” Cliff T. Ragsdale, Andrew F. Seila, and Philip L. Little, 3(2): 93-108 “A Practitioner’s Perspective: Comments on ‘Analysis of U.S. Savings Bonds,“’ Barbara S. Poole, 4( 1): 57-60 “A Practitioner’s Perspective: Comments on ‘Asset Allocation, Life Expectancy and Shortfall,“‘BarbaraS. Poole,3(2): 157-158 “Quantifying Present Valuation Errors,” Susan Mangier0 and George Mangiero, 4( 1): 23- 30 “Real Income Growth and Optimal Credit Use,” Jessie X. Fan, Y. Regina Chang, and Sher- man Hanna, 3(l): 45-58 “A Simplified Approach to Measuring Bond Duration,” Jean Louis Heck, Terry L. Zivney, and Naval K. Modani, 4( 1): 3 l-40 “Tax Savings Opportunities in Estate Freeze Transactions: An Application of the Black Scholes Model,” James R. Hamill and Joel S. Stemberg, 4( 1): 9-22 “Using the Predictability of Long-Horizon Stock Returns to Enhance Portfolio Per- formance,” Steven P. Rich and William Reichenstein, 3( 1): 29-43