Ghoulmie, FrancoisBartolozzi, MMellen, CDi Matteo, Tiziana2015-12-10January 200277-786Xhttp://hdl.handle.net/1885/49995We extend to the multi-asset case the framework of a discrete time model of a single asset financial market developed in Ghoulmié et al.1 In particular, we focus on adaptive agents with threshold behavior allocating their resources among two assets. We eKeywords: Decision making; Financial data processing; Industrial management; Large scale systems; Strategic planning; Agent based models; Diversification; Financial markets; Multi asset market models; Stylized facts; Asset management Agent-based model; Business and management; Complex systems; Diversification; Financial markets; Multi-asset market model; Stability; Stylized facts200810.1117/12.7589122015-12-09