You can do this by asserting that the generic parameter type supports the gcnew() constraint. Here's an example:

#using <mscorlib.dll>
using namespace System;


ref class A
{
public:
   A() { Console::WriteLine("In Constructor()"); }
};

generic <class T>
   where T : gcnew()
ref class B
{
public:
   T CreateT() {
      return gcnew T();
   }
};


int main()
{
   B<A^>^ b = gcnew B<A^>;
   A^ a = b->CreateT();
}