That was literally one of the first things I was told (by a company) that sent me to work in NY during the early/mid 2000s. They gave me a list of things not to do, I can't remember all of it, i remember

1. Don't carry cash
2. Don't leave your room at night
3. Don't walk through central park after night if you do
4. Don't wear visible expensive jewelry

You get the idea