We extend to the multi-asset case the framework of a discrete time model of a
single asset financial market developed in Ghoulmie et al (2005). In
particular, we focus on adaptive agents with threshold behavior allocating
their resources among two assets. We explore numerically the effect of this
diversification as an additional source of complexity in the financial market
and we discuss its destabilizing role. We also point out the relevance of these
studies for financial decision making.Comment: 12 pages, 5 figures, accepted for publication in the Proceedings of
the Complex Systems II Conference at the Australian National University, 4-7
December 2007, Canberra, ACT Australi