The Sony that I had (many years ago) was set up with a single-ended input for an external 'longwire' antenna of perhaps 30 feet.
IIRC it did substantially improve SW reception over that from the built-in telescoping whip.
One thing to beware of, however, is that if you have "too much" antenna, you run the risk of overloading the receiver's front end due to too many loud signals, which can actually degrade the receiver's performance. Since I do not have any experience with the specific model that you have, I can't say whether or not it would be prone to suffering from that problem.
You might be able to find (or build) a roll-up wire antenna that you could easily extend for use or roll up for storage. Maybe something like this:
http://www.ccrane.com/antennas/shortwave-antennas/freeplay-shortwave-reel-antenna.aspx