It is called a "delegating constructor". It is not available in the language yet. But there's a formal proposal, you'll find it in annex F.3.1 of the language specification. Given Microsoft's stance towards C++/CLI, that is unlikely to see the light of day anytime soon.
UPDATE: delegating constructors did have a life beyond the proposal in that annex, they were added to the standard C++11 language specification. Microsoft has been working on getting the C++11 additions implemented. Delegating constructors finally made it for VS2013. And they also work in C++/CLI in that edition.
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