We extend to the multi-asset case the framework of a discrete time model of a single asset financial market
developed in Ghoulmié et al.<sup>1</sup> 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.