In a large bowl combine the olive oil, lemon juice, orange juice, honey, mustard and salt and pepper.
Quarter the radicchio, cut out the core, and slice it very thinly. Slice the escarole crosswise into very thin ribbons. Slice or tear the frisée into small pieces. Place them in the bowl with the dressing and add the red onion. Toss to combine. Add the feta if desired, and toss again.