C++: How to catch exceptions thrown from constructors?

I have a class, call it A, whose constructor takes some input arguments, and may throw an exception if they are incompatible for constructing that object. In my main code, I construct an object of type A as follows:

A my_obj(arg1,arg2,arg3);

and use it. Obviously if the constructor fails and throws the exception, the execution of the program will be terminated after printing out an 'unhandled exception' message.

I, however, would like to give the user more information in this case and tell him/her why the exception has been thrown. So, I need a way to catch the exception.

To this end, one possibility is to enclose the whole code, starting from the declaration of my_obj till the end of the program in a try block and catch the exception afterwards:

try {
    A my_obj(arg1, arg2, arg3);
    // ... 
    // about 100 other lines of code being executed if my_obj is created properly 
}
catch (std::exception& e) {
    // print a user-friendly error message and exit
}

But this looks to me a bit of an 'overkill'. Specifically since no other exceptions are thrown in the remaining 100 lines. Is there any other nicer way to accomplish this?