Hi, I ran into same problem and got confused, then I looked in the engine examples - templates!
The trick is to use FClassFinder instead of FObjectFinder , and you add your animation instance class name instead of UAnimBlueprint.
const ConstructorHelpers::FClassFinder<UJumpyFrogsAnimInstance> FrogAnimBP(TEXT("/Game/Characters/FrogChar/Blueprints/Frog_AnimationBP"));
if (FrogAnimBP.Class != NULL)
{
GetMesh()->SetAnimInstanceClass(FrogAnimBP.Class);
}