Deer have antlers. Antlers are only grown by the males, with the exception of caribou in which both sexes carry them. Antlers are shed each year. Animals such as antelopes, goats, bison, sheep and cattle do not shed their horns. The one exception is the pronghorn which sheds its horns annually.
Horns are permanent and continue to grow throughout the animal's lifetime.
Horns are grown by all adult bovid males and by females of most genera. Your fingernails and hair are also made of keratin.