You can, but you won't be able to spend much time with them. When you're working 9-5 almost every day of the week, it makes even socialising with people outside the course difficult. I wouldn't recommend bringing your horse with you, you won't be able to exercise it nearly enough and it just isn't fair on the animal, unless you pay for someone else to look after it for you, which, when you can afford to have a horse, i suppose is pretty easy.
Most people i know who have horses left them at home and simply borrow horses to ride from the uni riding club once a week at most.