From first-hand experience - If you are alone and faced with unsolicited sexual attention, threats or worse, DO NOT allow yourself to become fearful or angry. If you succumb to either, your attacker will "feed" on it and the situation will escalate. But if you can manage to exude calm and confidence instead, while simply ignoring the threat if at all possible, it's more likely the offender will lose interest in you and move on.

Not sure if the same approach works for muggers, who obviously have a different objective in mind. And I'm grateful I've never had to find out!