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This paper employs unique experimental data from a youth training program in the Favelas, Brazil, to examine whether youth training programs can prevent treat-ment recipients from engaging in risk behavior|i.e., cigarettes, alcohol, and hard drugutilization, as well as witnessing or being a victim of violent crime. Although the program was successful in increasing income, we find that, it only improved risk behavior of those individuals with higher levels of non-cognitive skills. Our results suggest that non-cognitive skills are strong predictors of risk behavior even after controlling for cognitive ability. [authors summary]