Exception Handling in C ++ / CLI

In unmanaged C ++, current thinking is to always catch exceptions through a const reference.

I am not so versed in managed C ++ (although I still encounter differences), but I am wondering what is the best way to catch exceptions here? Will exceptions ever be caught with ie

try
{
}
catch( ExceptionType^ ex )
{
}

.. and if so, would there be any warnings?