diff --git a/tests/risk/test_risk_cumulative.py b/tests/risk/test_risk_cumulative.py
index 97be2f7b..16fb3a9a 100644
--- a/tests/risk/test_risk_cumulative.py
+++ b/tests/risk/test_risk_cumulative.py
@@ -23,7 +23,7 @@ from zipline.utils import factory
 
 from zipline.finance.trading import SimulationParameters
 
-import answer_key
+from . import answer_key
 ANSWER_KEY = answer_key.ANSWER_KEY
 
 
diff --git a/zipline/finance/risk/period.py b/zipline/finance/risk/period.py
index e002165d..08882672 100644
--- a/zipline/finance/risk/period.py
+++ b/zipline/finance/risk/period.py
@@ -26,7 +26,7 @@ from zipline.finance import trading
 
 import pandas as pd
 
-import risk
+from . import risk
 from . risk import (
     alpha,
     check_entry,