I created a little script for 3ds max to facilitate Camera Animation export to Unreal Engine 4 Matinee. You can (hopefully) download it here.
Installation: extract the archive to your Root 3ds max directory, it places the required files in the MacroScripts folder. It's very simple, just add the item to your toolbar/quad menu, under 'WeevilTools'. When you run it, you can pick your desired camera from the scene, then hit the Create button to prepare a pre-baked clone of the camera ready for export, with the UE4_Baked suffix, ready to export via FBX to matinee.