BUG: Index name lost when using .loc with list of indices
When using DataFrame.loc with a list of indices, the index name is missing from the resultant DataFrame unless the list of indices includes all of the indices in the original DataFrame.

Example:

``` python
import pandas as pd
d=pd.DataFrame(
    [
        [1,2,3],
        [4,5,6],
        [7,8,9]
    ], 
    columns=['i','j','k']
).set_index('i')
```

When I use .loc and ask for all of the rows, I get (as desired) the correct, named index out the other end:

``` python
d.loc[[1,4,7]]
#    j  k
# i      
#1  2  3
#4  5  6
#7  8  9

d.loc[[1,4,7]].index.name
# 'i'
```

When I ask for a list of indices that is not all of them, I also expect to get a named index out the other end. However, the index values are preserved but the index name is lost:

``` python
d.loc[[1,4]]
#    j  k
#1  2  3
#4  5  6

d.loc[[1,4]].index.name
# None
```

Suggesting that this is a bug because the index naming should be the same no matter whether I `.loc` for for all of the rows or just some of them.
