HIV and AIDS prevention efforts have relied heavily on providing information, and have sometimes provided a weak link to services, without perceiving or addressing the factors which make adolescent girls particularly vulnerable. Social factors, such as friendship networks, and economic factors, such as financial literacy and financial goals, independently but synergistically decrease girls' risk of coerced sex or exchanges of sex for money, and increase their ability to cope in HIV-affected households. Current work focusing on HIV and youth is failing to reach many of the most vulnerable girls. This article discusses innovative interventions in four African countries, which explicitly address the distinctive social, economic, and cultural factors that shape girls' vulnerability, and build up their health, social, and economic assets.