Data Warehouses (DWs) are the enterprise's most valuable assets in what concerns critical business information, making them an appealing target for malicious inside and outside attackers. Given the volume of data and the nature of DW queries, most of the existing data security solutions for databases are inefficient, consuming too many resources and introducing too much overhead in query response time, or resulting in too many false positive alarms (i.e., incorrect detection of attacks) to be checked. In this paper, we present a survey on currently available data security techniques, focusing on specific issues and requirements concerning their use in data warehousing environments. We also point out challenges and opportunities for future research work in this field.